Salaam, Anjum,
The group you mentioned is preaching intolerance and is seeking to disrupt the peaceful lives of the people living in that state. Therefore, I would highly advice you to report their activities to the local authorities (i.e police, etc); but, sense you fear that they may come after you and you family members, I would advice you to report them anonymously. In other words, you should not reveal your plans to report them to anyone and you should advice the authorities to not release your identity, so that that group won't know it was you.
Hope that helps,
Peace.