What can i do

I work at an insurance recruitment firm in California and encountered a troubling situation with a potential candidate after our outreach on a job board. One of my employees received inappropriate and sexually oriented responses from a candidate. Here is one of the initial responses: "It's too late. I'm joining your stupid f****** interview and ruining it. lol eat s*** loser. Do you like seeing d*** and a** on zoom? Cause I got plenty for ya. See you at the zoom meeting dipshit. I assume this starts with a poorly produced video where you tell me how awesome it is to work for your s***** company." In response, I sent the following professional email addressing the behavior: "This message is to inform you that a recent communication you sent has been deemed inappropriate and unacceptable. This behavior is not aligned with our company’s standards and values. As a result, we are taking immediate action in accordance with company policies. Please be aware that this incident has been reported and will also be reported to the appropriate authorities, including law enforcement, as this constitutes a serious matter of sexual harassment. Further conduct of this nature will result in disciplinary measures. If you have any questions or would like to discuss this matter further, please contact me directly. Regards." The candidate replied with: "I’m the regional operational coordinator for [NAMELESS BUSINESS]. I’m sure you’re a very serious person. I’m copying my lawyer on this. Do you have a lawyer? No, you don’t because you are a f****** joke." This is the first occurrence of such behavior. I seek advice on the steps I should take next, including any legal actions.