Every last sparrow will die before Margaery Tyrell walks down that street
Threaten? As in "I'm going to open your lord from balls to brains and see what Starks are made of"?
Now let's say I threatened to hit you unless you shut your mouth, but you kept talking. What do you think I'd do?
First I killed the pyromancer, and then when the King turned to flee, I drove my sword into his back