I read a biography, don't remember any threats, although that could be my memory. However, Mosby was not easily cowed.
He did well in Hong Kong, however, cleaning up graft and corruption within the American bureaucracy there.
The friendship between Grant and Mosby is a small bright spot in a miserable historical period, IMO.
A lot of good as well as misery came out of that war.
Few nations ever have such a defining moment.