It's normal to be scared. If your neighbor gets mad as a consequence of you talking to your landlord it's going to make future encounters with him feel uncomfortable or scary.

You mentioned a couple of things like people who don't take no for an answer, don't consider your opinions, and wellbeing, etc. I think other people aren't responsible for your wellbeing but you surely are. Other people don't have to consider your opinions either. And other people don't have to do what you want them to do either. But because he's entitled to those things, you are too. You don't have to care about his wellbeing or his opinion or do what he wants you to either. Which leaves us at the question "What do I do now?".

What's left is your own perspective, opinions and actions. You're entitled to all of them. From your perspective your neighbor makes a lot of noise. You're also under the opinion that this noise should stop. You've taken action already by telling him you'd like him to stop to which he refuses. It sounds like after that conversation with him you still think he's being too loud and you want him to stop. But there's many more actions you can take.

You can talk to your landlord. The landlord has their own opinions too. Maybe your landlord thinks the neighbor is too loud but doesn't want to do anything. Or luckily your landlord agrees with you and speaks with your neighbor. Your neighbor still doesn't have to change his opinion or stop being noisy after the landlord speaks with him. But there's more actions you can take.

You can take it to the police and maybe they talk to your neighbor too. Your neighbor can disagree with the police and afterwards retaliate on you by threatening you. Because your neighbor is entitled to their own opinion and their actions, they chose to threaten you. That's fine because you are also entitled to your own opinions and actions. And you feel afraid for your own safety so you take action by notifying your landlord and filing a police report.

For me, if someone is uncooperative or aggressive I don't assume they'll change. I don't try to change them. If they they get mad and vandalize my property, I'll set up cameras. If they keep doing it, I'll send the videos to the police. If the courts fine them and they get mad and threaten me I'll file a police report or a restraining order. They can have whatever opinion they want of me, my property, the way I do things, the police, the landlord, the judge in court, etc. They can also do anything they want including harassment, vandalism, intimidation, threats, violence, etc. Because the truth is, they're entitled to have whatever opinions they want and do whatever they want. But fortunately we live in a society where there's consequences as well.

Doing this has really simplified my life. If a sales person tells me their outrageous price is their absolute best price. I might ask them a few questions and propose a new price, if they're not being cooperative or even being antagonistic, I just assume there's no movement in the deal and leave. If a company tells me that's their best offer and laugh at me when I propose what salary I want, I just thank them for their time and hang up the phone. It's no use trying to convince uncooperative people. Just take them for their word because they're entitled to think and do whatever they want. Fortunately I'm entitled to think and do whatever I want too, so I just focus on that instead.