Right slight problem with an ex, his new gf, and an older friend they dragged into the situation... ?

I would tell the school authority, a principal, or dean of students, immediately! To be mean is one thing, but to threaten your life is completely wrong and off the charts. They are cracking down on things like that and you Really need to tell someone at your school. Tell your parents too. I would call the cops too. It will be reported if they ever try to do something to you. I would tell your friend that it is not a good thing to have others come up to you and threaten your life, no matter what.