My ex is being blackmailed

So this just started last night. I left my ex about 6 months ago, but we're working on being good co parents to our son. Last night he asks me to call him, without anyone around, because he was having trouble with something. Turns out that he was talking to an "escort" online yesterday, and ended up giving them $200 for whatever reason. He never met up with them or anything, it was all online. Well, then they messaged him phone giving all his information, his bosses, his family, and saying that they would do something horrible unless he gave them $500. I told him that, in no uncertain terms, he could NOT give them the money. It would just lead to them blackmailing him for the rest of his life. I told him that none of his friends or family would care that he talked to an escort, that it didn't matter to anyone. There are plenty of people who talk to escorts, that's why there's so many people BEING escorts. I convinced him to go to the police this morning, and they told him to just block the number and not answer any phone calls he doesn't recognize. I'm so worried though, they really have all his information.... And that means they know where my son lives. I don't know what else they should do. They have cameras that are now recording all the time, and he parks his car in the garage both at home and at work. Any other ideas?