Report them on your in game console reporting tool and block them, then move on. EDIT: also if they just said something like, "Enjoy your ban"; I would not consider that a [i]threatening message[/i]. I would take that as a warning that something might be up with my network because obviously something was hinky with your internet connection.
Are you a BUNGIE employee?
Edited by mosvalve: 11/27/2016 7:52:16 PMThe exact wording was "Consider that account banned". Edit: I'll add a pic with his name blotted out...