Well, if they were smart enough, they wouldn’t leave a name on the threat, and they would use gloves to not leave any fingerprints on the notes, and a vacuum cleaner to ensure that no dander or hair is left on the note.
Doing anything digitally can lead directly back to you, period. Once it leaves your computer in a message packet, it becomes the property of the domain to which it is sent. If anyone believes for a nanosecond that just because you go by an assumed “handle” that you have anonymity is just whistling past the graveyard.
Just ask John Podesta.