Good for you for putting your foot down about no jw activites for your son while he's with you. Since your son seems to be in turmoil about his father's behavior and cult activity, take your son to counseling. It can help him deal with the trauma, and it will provide a record for probable future court action. Print out those text messages for leverage. Show your ex that the only person he can control is himself. Take full advantage of the law, (arrest, restraining order, etc.), if he becomes threatening or violent.
Your main concern is your son, not placating this overgrown baby. He thinks he has the world by the ass; when in reality, you could cut him down to size with a few swipes.