In the interest of candor, after a bit of googling I now see that the FBI can investigate if a death threat is communicated by internet and the people live in different states.

So yes, perhaps the FBI could have gotten involved, but normally you go through channels and notify local PD first, and they'd bring in the FBI.

But you apparently went directly to your nephew, who investigated and then disclosed to you, a relative, KJ's personal info; that is the main part of your claim that now seems odoriferous.