I never got the whole roommate thing seems a bit weird, But anyway you could try telling him to stop, and if that does not work slap him in the back of the head every time he shouts, he won't have the guts to stab you.
Or inform who ever is in charge of these kinda things that he frequently carries a large knife around and keeps you up all night while he sharpens his knife and whispers about killing the unbelievers, im sure that would get him him moved out pretty quickly.
Or inform who ever is in charge of these kinda things that he frequently carries a large knife around and keeps you up all night while he sharpens his knife and whispers about killing the unbelievers, im sure that would get him him moved out pretty quickly.