Do the other women know? Maybe (you and) your girlfriend should warn them, at the very least to file police reports so the police might actually bother.
Assuming the website they’re hosted in is relatively normal, you can still contact the site owners. There’s a good chance the images will be taken down regardless. You can also have Google (and probably other search engines) to hide these results when searching for your girlfriend’s name so people who look her up aren’t confronted with murder plots.
However, if this stuff gets taken down before the police get off their arses, you may end up with a case with “no proof”, so make sure to collect the evidence before that.
I have no idea if it’s smart to confront the person you suspect or not, but if he’s part of your extended friend group, that may be the only way to get them to stop barring the justice system intervening.
What options for personal protection you have vary country by country (and self defence may be criminal if excessive violence is used even if you are attacked), but self defence courses are probably not a bad idea. A simple door/window alarm and/or security cameras are probably legal everywhere, and can help prove to the police that there’s an actual threat if someone starts skulking or even warn you if they break in while you’re asleep. Owning a gun won’t help you if you’re snuck up on in your sleep, after all. Plus, even if this turns out to just be a disturbed sexual deviant who has no plans of hurting anyone in real life, those investments may pay themselves back later in life.
The potential psychopath has “”“helpfully”“” written down what he thinks the crimes would look like, so you can take advantage of that when you pick your self defence strategy.