So I received a call from a relative and asked if I was okay because they received a call from some idiot threatening for money otherwise he will shoot me and that he's got me locked down with his friends.

Local PD took report but said it was not to the level of a "crime" as I was not in fear for my life and it was not immenent.

I'd still file reports.. extortion scam/fraud! Local PD, FBI..

http://www.ic3.gov/default.aspx

Foul mouthed person claimed a relative of mine was just in an automobile accident in <my state> with his brother and unless I paid him for the repairs he was going to shoot my brother.