This is a very common scam that many people get daily. They will threaten you with leaking personal info or certain videos/pictures of yourself in order to scare you so much that you forget common sense and cave into their demands. THEY WILL NEVER HAVE ANYTHING ON YOU, and you did good reporting it to the FBI Cyber Crime (Lets go FBI) since they deal with this all the time. And if you ever give them money there is nothing stopping them from continuing scamming you. Once someone pays your info gets moved up the food chain since people that fall victim to one scam are MUCH more likely to fall for another one.