I was going to say finding someone's address isn't exactly hard anyway - if you're on the electoral role pretty much anyone can get your address but it shouldn't matter.
I'm sure you have his address, and no matter what he's saying it sounds like he's just trying to scare you into giving some of his money back.
The right thing to do is make the police aware so that if anything happens they know straight away.
What i don't understand with these people is that they think it's big and clever to threaten you and yes they may be big and scary but how do they know you're not a complete psycho or know some stupidly dangerous people?? It's a risky business confronting someone like this when you have no idea of their background or friends/family!
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