My Husband Sleeps With His Six Year Old Daughter

I got married to my husband 2 years ago. He had been married before and the marriage produced a baby girl whose mum died wile giving birth to her. The girl is now six years old. I have always known that my husband loves his daughter very much even before we got married. Recently, I noticed that my step daughter unlike before does not want her dad to carry her or be alone with her dad. The other day I wanted to go out and get some stuff for the house and she insisted on following me, all efforts to make her go back proved abortive and this is not the first time she is doing this. I asked her why she does not want to be with her dad and she told me that she cant tell me but after pestering her she opened up to me that her daddy comes at night to her room to touch her bumbum or put his weewee in her bumbum and that whenever they were alone he touches her breast or puts his mouth on her breast. I didn't believe her and dismissed it as children talk. Last week, I couldn't pick her up from school as I had some unfinished business at my shop and told her dad to pick her , drop her at the house and tell my neighbor to put an eye on her till I come back. I left almost immediately to the house . On getting to the house I checked with my neighbor and she said she didn't see her. I was worried and decided to drop what I was carrying before knowing what next to do. As I entered the house, I caught my husband trying to put his d**k in his daughters mouth. I was shocked I shouted and tried to run out of the house but he caught up with me and threatened to kill me if I told any soul what I saw. I am thinking of going to the police station but am scared. I am posting this because my husband is not the social media type. How do I get in contact with agencies that handle child abuse case? Should I report him to his people? Please help!