So if a patient came into your office, put a gun in your secretary's face and said "give me your money", then your malpractice carrier would say "don't call the police; it is a HIPAA violation?" So now HIPAA is interpreted to mean that BECAUSE a criminal is a patient, we cannot report them?
Call the police. Don't make crazy allegations but call them and tell them the facts. Maybe the forum will create a legal defense fund for you if you are charged with a HIPAA infraction.