My first thoughts is that it sounds more like a flimsy threat and he sounds like a little boy throwing in the fact that he use to be a Navy Seal.........(wow, better not mess with him!) If I were to worry about anything, it would not be b/c he use to be a NS, it would be b/c there are so many crazy people out there and he just may be one of them. BTW, would there by any way you would know he was a NS unless "he" told you? If she knows that, then she would have to realize that he had to tell you himself in order for you to know.
It is not about what you feel should work in your M. It is about doing the work that gets the right results. Do what works!