structurally, a threat is always a statement about a future action. i.e. “i am going to do (whatever).”
holding up a faux severed head is NOT a threat. it may be reprehensible, tasteless, grisly, and offensive, but it is not a threat.
if she had said “i’m going to make you look like this.” that would have been a threat.
if she had said “i wish somebody would do this to you.” that would have been incitement.
she didn’t. she probably has a lawyer who has explained these points to her.