You don't have to actually directly say the threat for the threat to be known. For example, if you're hitting me up for protection money, and you said "it would

You don't have to actually directly say the threat for the threat to be known. For example, if you're hitting me up for protection money, and you said "it would be a shame if something were to happen to x", that would reasonably be understood as a threat. Notice how you don't have to directly say that you will be the reason something happens to x.