First of all, both of your listings are lovely and beautifully furnished! Your reviews are super positive. With all this activity have you been lucky enough to avoid guest damage and theft thus far? If so, it appears that Air BNB claims process requires lots of patience and lots of proof.
How threatened do you feel, that is, is the guest local? Or, do you think the guest was blowing smoke? If you feel threatened and have the message on the system, all the Air BNB can do is remove the profile and block ability to book. Also, I think Canada, like the US, threats can be prosecuted, especially if you have it in a message.
If you think you have no further recourse, such as your own insurance, there are many postings that suggest going public gest results. Of course, I wonder if this tactic can have backlash with cities using this type of situation as a reason to not allow short term rentals at all. I think smaller cities have a somewhat knee jerk reaction unfortunately. Keep us posted and good luck!