In my view, its no threat to say 'we'll see what happens to you". If they do threaten you physically or threaten to damage your property, call police immediately and report it.
FWIW, your wife did the right thing and perhaps a call to SPCA to report the horse’s condition would be in order too.
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I'm not a criminal attorney, but that is a rather generic statement. She could mean anything from calling the police to your home for some reason, to committing homicide. I don't think that without some action on her part you have enough for a restraining order. Next time the horse gets out try calling animal control or the ASPCA.
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