The court heard Madsen and the complainant, his ex-partner Kalia Black, 21, were in an "on again, off again" relationship for three years and have a two-year-old daughter.
Giving evidence, Ms Black said she began getting threatening text messages in October.
She said one read: "You're a dead s*** walking, you're dead, you better get Sophie out of the house."
Ms Black broke down into tears as she also described the times she tried to leave him.
She said they were staying at a friend's house in Levin when he flew into a rage after he read a text message sent to Ms Black from another man.
He pulled her by her hair, pushed her, stomped on her laptop and held her down by the throat. "He wasn't choking me but he didn't want me to leave."
"I thought he was going to kill me."
Ms Black said she kept trying to leave but he kept pushing her. "He said 'no you're not f***ing leaving'."
She was left with bruising around her throat and said it hurt to swallow after the incident.
Madsen, standing in the dock in court, wiped away tears as she recounted the incident.
She said Madsen apologised but a few days later when the family drove to Otaki to go shopping, he began driving dangerously.
"He started driving really fast all over the road, he said he was going to kill us all, that I ruined his life, he hated me."
She said Madsen punched her and pushed her out of the car onto the side of the road.
He drove off but returned about 10 minutes later.
"He said that I was f***ed, he had got graves already dug out. "He said I wasn't going home until we sort all this out."
They went back to Levin and Ms Black left with her daughter at 2am to drive to Featherston.
Defence lawyer Ian Hard questioned Ms Black's credibility, saying in the past she had given untruthful evidence to a parole board hearing for Madsen.
Ms Black said she and another person had just repeated what Madsen told her to say.
She said her daughter was removed from her care because of Madsen. "I have lost the one thing that means everything to me because of Paul's actions."
Mr Hard said Ms Black also pushed Madsen around but she said it was in self-defence. "I have lost my temper at him but it doesn't mean I have assaulted him, I was defending myself."
A police video interview with Madsen was played in court, in which he kept repeating the allegations were "unreal".
When asked about the bruising to her body, he said he had never touched her. "She's a nutcase, she probably hit herself, I don't know. It's not hard to strangle yourself."
Madsen was remanded in custody to appear again on May 27, so Judge Butler could read through all the written evidence.