I'd go to the police, explain the situation and see what they recommend. Regarding him constantly harassing her with messages, it would be a good idea to phone up her provider and get his number blocked, he wont realise that the messages aren't getting through and she can keep the same number. The furthest I can see this going is him getting a restraining order where he wouldn't be aloud within 100 meters of you, so if you were in a club and he was in there, he would have to leave or go back to court and potentially prison. Just take the first step in talking to the police an sharing your concerns with them, explain everything about how your both scared to go out an the constant harassment each day for her an they will have to do something about it.