How can I get over this experience?

What a traumatic experience! I am assuming the police know this story since they are looking for him. I think it is doing to take a lot of time for you to be able to not be in fear and to trust, which is normal. I think you should surround yourself with people you love and trust as much as possible. Since this threat was made to you that he will come again, I think it is completely reasonable for you to always have someone with you. This is for your safety and your comfort, and I would want to have someone in the house with me at all times. I think you should take some self defense classes to empower yourself and to have confidence that you can defend yourself against an attacker. It would help for you to talk to a counselor, friend, preacher or anyone you feel comfortable with. I hope everything works out for you and you are able to live without fear again very soon.