It sounds bad, and cruel, but you might have to call the police and report the threat along with the information that they are mentally ill so that they can be involuntarily committed. Every state has laws to involuntarily confine someone who is a danger to themselves or others. (Florida calls it the Baker Act but you don't need the name to be able to use it).

If they are under the care of a psychiatrist, you can report it to him/her. They can't tell you anything about the person but you can certainly share about it.