Record the threats (audio/visual/minuted/witnessed).
Download the record/data/awards/rewards/performance/recognition.
Manager and HR are not your employer.
Once you have each document you can defend yourself.
Are you a member of employee's/trade unions?
Once you have proof of threats you can even submit a gentle representation to Manager and HR to not to threat etc and lodge complaint with good offices of appointing authority,MD and even lawful authority in your case.
What is your designation and nature of duties?
Whats is this establishment?
You are in which state?