“You people are next” is a threat based on your own position of power. A politician saying that, yeah that’s a threat. Some random person saying it someone else, not so much.

If someone has a recording of an ex saying that to them over the phone, the best you’re getting is a restraining order, if you get anything at all.

Maybe if she said “I’m coming for you next”, then that would have more weight. But now we’re in hypothetical land, so who cares.