How do you deal with someone threatening mass reports on profile?

A few days ago, I posted a comment on someone's screenshot they took of "Cyberpunk 2077". It was a character squatting down on a ledge with their arms on their knees. I said in the comment "Squatting Slav?" because it reminded me of the meme and how CDPR
is located in Poland and obviously a wink to the meme the developer put in game. It got two likes and I liked the post. A few hours later, I get a message asking "Do you always post stupid comments?". I was confused at first and then realized it was the person
who posted the picture. I then responded by clarifying it was a meme and explaining how CDPR is based in Poland saying there was nothing stupid about it. They continued to say that it was even more stupid now that I've explained it. I asked them why they were
so mad and that I meant no harm. So they then deleted the comment from their post, something I was about to offer to do if it made them that upset. I told them they were getting upset over nothing and it was just a silly comment, even telling them I was going
to delete if it made them upset. They continued to be grumpy in chat saying they didn't have to apologize and they could do whatever they wanted. Seeing this bizarre conversation go no where, I wished them a Merry Christmas and that Santa would get them the
Nerf gun they asked for because they were acting childish and blocked them.

TLDR; I post a normal comment on a picture and OP got mad at me calling me stupid. Today I get a message from a different person telling me if I continue to taunt them by commenting on their posts I would get reported by their 50k followers, the message
senders followers, and their friends followers for harassment. They then said that they've done it before and it would work. Now obviously this is a blatant threat and a violation of Xbox TOS on exploits. I reported both messages for harassment, but I'm not
sure a threat to abuse the Xbox reporting system is simply just harassment but goes beyond that to threatening and abuse of exploits. Is there anything I can do besides report the messages? I can't report the profiles for threats and I don't know if it's related
to "Cheating" at all because it isn't in a game or anything I can prove.

*EDIT* If anyone has had similar problems and circumstances feel free to put that in the answer. Hopefully this situation can serve some good and give information in case it happens again.

:)