1) Block the client/cease contact.
2) Keep the messages, if he leaves a bad review you can send them to TER support. They’re pretty good about deleting made up reviews especially if there’s proof of harassment/threat.
3) Please never discuss black lists in a public forum - ESPECIALLY not a client facing forum. It puts all of us at risk. You can join r/SexWorkersOnly on Reddit by going through a vetting process and there will be resources there you can use.  
Stay safe!

1) Do you know his TER handle?
2) Click "contact us" and send what you wrote above to TER. You will probably not get much of a response, but if the blackmailer (that's what he is) writes a bad review then you will have a head start on reporting it.
3) At that point he could lose his TER account. They are quite good at recognizing multiple handles from IPs when they put their minds to it. That is part of the risk he takes.
4) Lastly, now you have primed the board, some of us I'm sure will keep an eye on your reviews and look for Minnesota crap and report it.  
And perhaps he will read this too.
So there you are. On balance you don't have too much to worry about. If he threatens again, point him to this thread and tell him this is some of what you're thinking about. Then block him and relax. Good luck, buena suerte

If he is foolish enough to try and write fake reviews about you then you have the documentation you need to take to TER that he threatened to do this.  It's not as simply as creating a bunch of TER accounts and writing a bad review under each one.  Multiple new accounts, each with a bad review of you will be quite obvious as not being legitimate.  And most clients know how to spot such an attempt to smear a provider.  If he is on this board and has any sense at all, he'll see this and then back off and do nothing.  And hopefully that will be the end of it.  Sorry to hear this has happened to you.