The “threatening message” may or may not even be a crime, but if it is, would be a misdemeanor, which, with certain exceptions, requires the person making the arrest to have observed the crime. The text messge by itself is, at best, hearsay.
Confront the sender and imagine the stories “i didn’t send it — someone must have been playing a joke using my phone” or variations of the above.
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Thank you for your courteous, congenial and comprehensive answer :-)