It depends on how terrifying their eyebrows are at the time

The FBI will reassure the person that they're aware of the issue and are doing what they can, but that the nature of the case (and any network-based evidence) mean their options are limited. If pressed about the Robyn incident in particular, they will claim to have spoken with a representative for Mr. Albero who has assured them that Shades McPonytail has a watertight alibi and couldn't possibly have made these threats.