Depending on the nature of the threats, the FBI may also be who you report to…
A long while back I received some emailed death threats with a terrorist factor, the police directed me to the FBI for that.
Screenshots are a copy of exactly what is on the page when you are viewing it.
A page can be edited, changed, or deleted in a few seconds so the link alone may not be helpful because the threat could be gone before anyone opens the link.
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