Dear LIB readers: My husband's mistress called me to threaten me

From a female LIB reader

My husband is a philanderer. Has always been. Most of the time I do not care. I knew he was before I married him but couldn't resist him because he's such a charmer and I fell desperately in love with him. Fast forward to 6 years into our marriage and I am aware about a serious girlfriend on the side. I think he promised her marriage, saying Benin men can marry two wives. When I got wind of it, I told him if he marries another woman, I and my four kids will leave. I think he broke the sad news to the lady that he could no longer marry her as he didn't want to lose me. The lady called me last Saturday to warn and threaten me.
She said she wasn't going anywhere, that he belongs to both of us. She said she's been in his life for 4 years (news to me) and that he must marry her, that if I don't want to share my husband, I should get out of the way or she will make me. I told my husband this and he told me not to worry about it, that the lady is all bark and not bite. But I am very worried for my safety and that of my children. She seemed determined to have him. What do I do? May God not give you single women out there a hopeless/philandering man that will put your life in jeopardy.