MWM,
If he loses custody, and is evident that may happen, he may plot to kill his ex as well as your grandson and even himself, as punishment for losing custody. He may not do it immediately, but he may work it through over time. It is crazy to even think that for a minute, but the way you describe 35, it's not outside the realm of possibility, esp. when you see what's been going on in the news lately. Sometimes people just say stuff to be dramatic, but wow, I wouldn't take a chance if he's become more and more frantic, and he's got no real support system and his anger is explosive to begin with. It seems to me he thinks he's got nothing to lose anyway, he's backed into a corner, and that's a scary place to be.
I don't know who specifically you would contact, but possibly law enforcement - I don't know - I'm unfortunately ignorant in this area, but perhaps the local PD? He hasn't committed a crime, so I don't know what they'd do unless he's made terroristic threats to his ex.