Hello! I will try to clarify this for you as much as I can, but I am at the end of the day only a community member and this is just my best understanding of the rules that govern this specific field.
If we look at the Official CubeCraft rules (found
here), you can see that under the section Chat Usage, Threatening falls into the category of things that should be avoided and are not allowed since it creates an environment which may cause harm or discomfort to other community members. If we now take a look at your specific case, you say you were told by the player that they were going to report you for an offence you didn't commit which is in fact, as you put it yourself already, a threat and by rules punishable.
Secondly, I would also like to touch on another thing now. If you are playing and participating on the server in accordance to the rules, I can assure you, that you have nothing to be afraid about. I'm sure that even I've been reported or at least had /sr report filed against me before, to be perfectly honest with you, I'm sometimes even surprised myself when I manage to win some fights or get myself out of a situation. But you have to know, that both Sentinel and most importantly the Moderators are well trained and very good at detecting illegal modification and differing between legit players and cheaters. If they believe a player is not cheating, they will deny the report and not punish the player in question.
I hope all of this explains the situation a bit better. Threats are not allowed, so if you have any evidence of the player I suggest you submit a report against them, otherwise I wish you a good and safe time playing on the server. If you follow the rules, you don't have to worry about getting banned just because a random player said so.
Also, if you have any more questions feel free to ask and I'll do my best to answer them.