Harassment by nanny hired by agency

Hi we hired a nanny for our baby in August via agency. From December she was taking a lot of leaves and not informing on time. Agency said to cut money and after repeatedly doing same thing Feb 7th we clearly told we will cut money for any extra leaves. Feb 27 and 28 she did same thing and on telling about pay cut she said she will leave job. So we told she can give one month notice and leave job, as same is informed by agency also if not salary shud not be given. She said she will not give notice and not come to work and will come only if we transfer her salary by march 1st. (We never give before 5th of the month) She has told this multiple times on VM also. After agency told her Loss of pay, she sent threatening msg that she will commit suicide. We had to pay another agency to get a replacement as current agency did not have a replacement. She had been repeatedly calling and harrassing and standing in front of house. She sent a msg where she wished harm on baby and me and abused my dead father. I want to know if I can take some legal action file a complaint.