The police are at the very least required to investigate such claims. I don't know Colorado law, but it seems you have grounds to press for charges of terroristic threat and assault witha deadly weapon (or whatever is closest to those in Colorado).
You also have grounds to file for a restraining order (or what is closest to that in Colorado -- where I live it's called a protective order) or a no-contact order.
At the absolute very least, you should request a copy of the police report, and maintain that.
None of the above will stop a malicious person from acting, but it is a paper trail at the very least. It is evidence if he acts again, and violating protective orders will be further charges.
If an officer ignores such charges, and you have evidence to support your claim, call the pricinct and file a complaint. Take your evidence with you, and ask again to file charges through the desk seargent. If your complaint is ignored again, your mayor amd the cheif of police need a call.
Also consider a lawyer. Make some calls and explain the situation. Many lawyers are willing to write a letter for a small fee. Sometimes that's enough to wake up an officer.
In the mean time, I suggest considering the means to defend yourself, by whichever way you are comfortable. Kimber makes an excellent Pepper Blaster that I gladly recommend. Remember: the police will only come if called, and you can only call when after the threat is ended -- whether the attacker has left or is in too much agony to continue. When a life is threatened, my opinion is "any means necessary" to stop a violent criminal.