Girlfreinds father threatening to kill me and my parents

Notify the police of the threat as soon as possible.

what is caste of both of you.

sir we both are hindu. i belong to obc category (jaiswal) and she is marwadi gaud brahmin (rajasthani community)

Wana get urself killed?  Honor killing is one big headache to the police. Forget this and live peacefully.

"can the arrest her father for our safety"

wishful thinking.

the threat is pronpounced to his own daughter (atleast as appearing from your facts)

are you sure that she will say so before the police, kwoing well that she will not oppose her father.

even married daughter doe snot like to see harm of his father.

what do you think that police is a matrimonial agency that they should leave no stone untruned to ensure your marriage.

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तुम्हारे माता-पिता के पास अगर काफी (बहुत ज्यादा)  धन जरूरत से ज्यादा है तो आगे आ जाओ,