I agree, threatening the President definitely constitutes a national security threat and I hope that a Fisa Court will grant permission to surveil Powers, Brennan, and Holder.
If a Rachel Maddow made a statement like this, she doesn't have the means to carry it out, but when the former director of the CIA does, Former Attorney General, does you cannot ignore it. Means, Motive, and a veiled expression of Intent. Wray and Sessions ought to take this to the FISA court. If they don't find any evidence after 90 days of listening to everything, great, close down the warrant like you're supposed to.