I believe ignoring your foe here is the best solution to eased this kind argument.
That's right! Kill your enemy with silence. That can be also a good move to know if your enemy is really serious with his threat or not. If the situation remain calm for the next few days then congrats! You just lose to a trashtalk but at least you're physically safe wherever place you are

. On the other side if he keeps on spilling his sh*t then that's the time for you to be alarmed and start to analyze whether it's feasible for him to hunt you down. But if you found out that he reside on the other side of the planet then foget everything. I never heard a story of man travelling hundreds of miles just to piss and burn his enemy — not prsctical at all.