@Lee3597 I had to read your post twice to make sure I saw things correctly. "The guest then grabbed the axe that he brought with him, threw it over his shoulder and walked around the house with it." This is not ok in any situation. The reason behind this unwarranted confrontational and hostile behavior could be dangerous. You need to alert airbnb and let them know what happened, so they can proceed accordingly, hopefully with the end result being the termination of his account.
In the future if a guest ever displays threatening behaviors towards you are staff on site, remove yourself from the situation and call authorities.
Glad that everyone was ok, and hopefully the Covid related statement was simply said in anger, but you should make sure you and the others on site get tested accordingly.