Criminal Law Questions? Ask a Criminal Lawyer.
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I am very sorry to learn of this situation and the events that occurred.
If you are primarily concerned about the possibility of this individual having caused a criminal complaint to be filed against you, you can check this by contacting the law enforcement agency having jurisdiction for the area where the alleged crime took place (so the police or sheriff's department(s) where you were working at the time).
You will want to contact the department's records division and ask about any records pertaining to you.
While it is unlikely that any such records were filed (based on what you have posted, it is more likely that this individual was threatening as opposed to actually carrying anything out), if there were such records you can obtain a copy of any "incident reports" filed with these law enforcement agencies about yourself.