Simple answer- no.
Obviously the Secret Service should do their due diligence to determine if it was an actionable threat; but a political statement, even gruesome, in itself is not only not a crime, but is protected. It is up to the people (aka us) to decide if we want it and 'punish' her through impacting the product she sells (ie, don't go to her shows, don't buy her sponsored products, etc). That's how a free society works. One is free to use their voice and others are free to give their opinion of it without government repercussions.