This threatening email seems to be just that: a threat.

You don't have to tolerate it, whatever they will do, this is plain extortion.

Report it to:

- your hosting company, by sending them an original copy of the threatening E-mail (with all headers in their original form. Transfer as an attachment within any professional E-mail client),

- your national security agency or specialised IT police department with an original copy of the threatening E-mail.

> [...] the world is in greater peril from those who tolerate or encourage evil  
> than from those who actually commit it.  
>                                                                                                                  Albert Einstein