Once you do get to move, I'd take a male friend along. They already made threats against you and crossed the line into actions (even if not physically harmful YET) to your horses. Don't want them crossing the line when they find out you are doing what they don't want you to do (leave). Not saying they will do anything, I don't know them by any means, but I'd rather be safe than sorry.
Seconding the decision to get out of there ASAP. I wouldn't want to be alone with men that think it's ok to threaten my animals and me. Also seconding the talking to police to at least get a paper trail started.