No, you should not give this relative money. Regardless of any social, cultural, or familial obligations you may feel, those were cancelled out completely, forever, by their behavior.
I don't know what your beliefs are, but mine tell me that if someone is doing bad things (breaking the law, threats, blackmail, etc), then eventually that's going to catch up to them, and it's not my fault that someone I know is behaving badly. Or making poor decisions. Or whatever. Yeah, I may have to deal with crap as result because it's affected me, but IT IS NOT MY FAULT, and it will never be my fault no matter what anyone else says.
If your relative wants or needs money, but no one is willing to get a job to earn it, then that is not your fault. It is not your responsibility. You are free and clear. It is THEIR problem.
If you are worried or nervous, then please find someone you trust to talk with, maybe a religious or community leader. Make sure that you and your family are safe. If you need to go to the police, then do so. Block this person on social media, email, phones, etc.
PS - they don't live in the US, and they don't have any money. Besides threatening you with voodoo spells (I'm not a believer, but you are, so it's going to make you nervous), what can they actually do? Can they drive to your house and attack you? No. Can they hire someone to do that? Sure, but that requires money and contacts. You know they don't have money, and really, how could they have contacts? They don't live here! The only thing they can do is stalk you on social media, call you, etc. You can block them on that. Regarding the voodoo spells - I'm guessing there's some sort of protective charm you can wear or have in your house. If that'll make you more comfortable, do so.