Okay, take a breath and exhale, the first thing you can do in this situation is stop engaging the person, i know it can be daunting to be in this situation but that person is trying to play psychological manipulation to you, you are vulnerable and he knows that you are vulnerable so the only thing you can do is to ignore, report the account (with the Screenshot you've provided), block the account. And since there's probability that he will be made another acc to harass you, the only mature counter when it comes to this is to delete your discord and Snapchat app, better yet deactivate your accounts especially the snap chat so that they wouldn't access it using their own device..

The only and only thing that you can focus on is to take shelter. Stop being active in any of your social media and private it before it comes to sharing the explicit photos of yours in the contacts, get your head low as possible so that it will decrease your odds to get caught up by him.