Does your new boyfriend know you are still in contact with this man? (and I call him that loosely as he doesn't sound worthy of the word from what you have written). If your new partner really does 'treat you like a queen' then surely he deserves better than to be put in the middle of all this?
Good, decent men are hard to find in this world, appreciate the good relationship you have now and devote your time to helping it grow. Change your phone number if needs be so your ex cannot contact you and have NOTHING more to do with him. Why would you even want to be in contact with such a horrid, disrespectful man? Also imagine if you stayed in touch with him and he somehow found out you were an escort? He sounds the type who would take great pleasure in taking that knowledge and using it to ruin your life if it suited him.
I was going to write exactly the same thing. Yes, your ex clearly has lots of issues and clearly needs lots of help. But I think that the help should be from professionals; he's shown you already that he is abusive and emotionally messed up so it would only be harmful to both of you if you continue to be involved in his life.
Like Simone, I'd say that instead of 'helping' your ex (although, depending on the drug problems and emotional problems that he has, it would probably be better termed 'enabling', because once someone gets to a certain point in their behaviour it really can only be addressed by professionals - seriously!), you should consider cutting him off entirely.
I've let people go from my life for much less. If someone creates more negativity than positivity in your life, then it is foolishness to keep them in it. And especially since he's made threats to you! You REALLY need to take care over your personal safety, and getting the hell away from an abusive ex is always a good idea.
If you feel that you are still somehow 'connected' to him, or that you are having conflicting feelings, it could be that you are still experiencing the effects of the abusive relationship even though it ended a while ago and you have someone new (and nice) now. There's a reason why, for example, beaten wives return to their abusive husbands over and over again, and why miserable relationships in general can continue for far longer than is healthy for the people in them. Have you considered seeking perhaps a little bit of counselling? You could also take the chance to get advice on your situation (asking professionals how they might be able to help him, rather than risking your ex's horrible reactions to suggesting professional help to him) which might help soothe your urge to help him, without exposing you to further abuse from him.
Whatever you do, just please stay safe. If you know anyone in your real life that you can discuss this situation with (current boyfriend, family, trustworthy friends etc) then it might help to have a chat with them; I'm 100% certain that anyone you talk to who cares about you will counsel you to cut your ex off rather than risk your safety and sanity trying to help/enable him, and you might even find that someone else has experience of surviving an abusive relationship (abusive doesn't always have to mean hitting/physical violence, after all) and they can give you a helpful perspective on this situation.