In the report, Davis also states: "He [Jose] grabbed me by the neck while twisting it, as if he was choking me and I have pictures of these aggressions…
"He spat on my face… he goes to my uncle's house [referring to Tom] and tells him that he is going to kill him because he is constantly hiding me and threatens and insults him."
Davis was introduced to Markle through a mutual friend when they lived in the same gated community. She was wrongly accused of being Markle's girlfriend after the pair were photographed at an Italian restaurant.
In an exclusive interview with the Mail on Sunday, a tearful Davis said: "Tom has been nothing but a supportive friend. He's been a rock for me and my daughter and I'm sorry he's been dragged into this violent and abusive situation.
"My daughter calls Tom 'Uncle'. He's the most genuine and kind person I know and the most stable male figure my daughter has ever known. My ex-boyfriend is demented. He has threatened to kill me and my daughter multiple times and has made multiple threats to Tom's life."
Markle, who has been estranged from his daughter since her wedding to Prince Harry, recently arranged for Davis and Jocelyn to move to a "safe house" as the threats escalated. Davis finally split from Sandoval, 49, several weeks ago after an eight-year on-off relationship.
Davis alleged that during their relationship, Sandoval poured lighter fuel on her and threatened to set her on fire in front of her mother and daughter.
He is also said to have burned and slashed her clothes.
Davis has given police threatening emails and texts from Sandoval and has also shared them with the Mail on Sunday while waiving her right to anonymity as an alleged victim of domestic violence. "Jose has terrorised us," she said. "Because Tom is my friend he has threatened him too."
In one chilling voicemail heard by the Mail on Sunday, Sandoval says: "F*** you and Tom. Tom's got something coming too. Just you wait and see."
Davis filed for an order of protection with police in the Mexican city of Tijuana on Monday. Markle also spent two hours there giving a witness statement.
Markle told the Mail on Sunday: "I'm not worried about my own life but I do care about Lori and Jocelyn.
"I swore I would never talk again after my Mail on Sunday interview this year – the only reason I am doing so now is that I'm hoping the spotlight on me might help save an abused woman."
Markle confirmed he had received death threats from Sandoval both in person and via text. He said: "The first time he threatened me was after I took Lori and Jocelyn for pizza and we were photographed by the paparazzi. He texted me saying, 'I will kick your a**, you fat f***'.
"I wrote back saying, 'You don't even know me, what's wrong with you? Why would you feel threatened by a 74-year-old man?'
"He thought something sexual was going on between Lori and me but it's not. Lori isn't my girlfriend. She hasn't hustled me for money. I've helped her financially so that she could get to a safe place to live with her daughter."
Markle added: "I'd like to thank the police for finally taking these threats seriously and for listening and responding quickly."
When approached by the Mail on Sunday last night, construction worker Sandoval denied making death threats against Markle, adding: "He's lying."
But he confirmed he once gave Lori two black eyes, saying: "I did hit her. She deserved it."
Sandoval also admitted he was deported from the US and spent 30 months in jail but said: "From the moment I came back to Mexico I've worked hard."
