Do I have the right to file a legal claim against someone who harmed and threatened me, after my wife filed for divorce, given that I have private family photos of me, my wife, and my children inside his car, in addition to recordings of calls between him and my wife?

You can file a lawsuit and prove the assaults you were subjected to by this man before the Sharia court, presenting the evidence you possess, including the fact that he has your wife's numbers and vice versa. The procedure for filing the lawsuit should be inquired about at the court where the lawsuit will be filed.