Etiquette in difficult situation with colleague
Threatening is always manipulation. Usually there is talk than walk behind it.

it is not option to conform to his threatening behavior, and you certainly do not want to work with such a person. You owe nothing to that person if verbally abused you. So you should minimize interaction with such a person. Can you pull out from those collaborations?

There might be anti-discrimination institutions that -could- be helpful, depending on circumstances.