Yes, I feel that these are red flags. Yes, you should be worried, not only that he makes disturbing/morbid jokes, but that he doesn’t seem to be respecting your boundaries. You broke up with him because he criticized you too much. It seems to me that he would be on his best behavior and be kind and respectful in an effort to win you back, not threaten you with physical violence and say creepy things.
I think he is trying to intimidate you. Otherwise he is just extremely immature and doesn’t know how to talk about his feelings like an adult. The fact that he is a doctor shouldn’t have anything to do with his tolerance of “gore” and fondness of horror movies. Everyone likes different things and that’s not the issue here. The issue is that he should be trying to woo you and prove that he is respectful and learned his lesson. Seems to me that maybe he didn’t.
If you choose to pursue this relationship, I would only do so after some couple’s counseling. You could work with someone who does online or phone work or you could see someone when you are physically together. You also need to let him know how his comments are making you feel and that you are questioning your decision to give him another chance. Be careful though and keep yourself safe.
All the best,
Dr. Holly Counts