Hard for me to say how I'd react. I can't imagine myself pulling that shit to begin with. Worst I'd ever do is say "Hey honey, how do you feel about our neighbor, Cakes? I think she might be pretty open-minded," and even then only if things are absolutely perfect between she and I at the time and I'm pretty sure I've caught her checking you out.
I say go for threat to talk to Jean. Lay out the consequences of his actions nice and plain. If he doesn't back the hell off then follow through and talk to Jean.
I'd get a restraining order at the same time though. Sounds like he's a bit psycho and might come unhinged and blame you for telling rather than blaming himself for being a piece of shit. Pieces of shit don't usually react well to being called on being pieces of shit.