Yours is one of the fairly few questions we receive about threats which goes beyond the usual abuse and insults.
Forget eBay. Any "we know where you live" implied threat of violence or intimidation is a matter for the police.
The threat does not have to explicitly threaten violence. The very fact that the threat has left you frightened makes it reportable.
Do not delay. Contact your local police in the morning. If you can, print out all the messages concerned, and provide as much information you can to identify the seller, and their address. Also tell them the seller's eBay username. If necessary, the police can contact eBay to get their full name and address.
By the way, despite the seriousness of this seller's behaviour, don't let it scare you too much. Most threats of this sort are just bluster by sad and inadequate people. But they need to be stopped in their tracks before they do this to other buyers.
