I agree with Cabin and Scully
Myself having a whacked out mother, I can relate a little bit.
You have you family and your babies too worry about. They come first.
Make it matter of police record first then tell the elders what you did so they can discipline her if they choose. they most likely will not.
Death threats aren't to be taken lightly. eventhough in a JW mind you know what she meant. Normal people don't think that way and will take death threats seriously.
Tell your husband how his mother is causing you distress. After all your are pregnant you don't his right now you don't need this ever.
And tape record everything you say to the JW's.
Do not confront your MIL let the police do that. In fact you can tell them that if they can't contact her at home that they can go to the kingdom hall on Sun, Tues, or Thurs night and find her there to talk to her. That will interesting for her to explain to the elders why the police came to the hall to talk to her.