Most authorities will not take you serious until something actually happens, not ideal but that's how they work. I would definitely notify the Embassy as Jane mentioned and I would give child protection a call just to get it on file.
Sometimes I think these men like to upset women by making threats but in reality they don't follow them through. Once he's in Germany he'll most likely be trying to establish himself there, make money and get the life style he's long been hankering after - car, nice clothes and money in his pocket. Not much room for a kid that he has never had a chance to bond with. Anyway he'll need a visa to enter UK Although a visit visa travelling g with husband German wife would be easy to come by but I can't see her wanting to participate in snatching your child as she will want one of her own.
Having said that kids do get abducted and dumped back in the father's home country cared for by some aunt or the grandmother so wise to take the precautions others have recommended.
Interested how you know for a Fact that he doesn't want a future with the german girl. If he has a baby with her he'll be less interested in your son.