[US] Fell for muse scam

So my sister fell for what I researched and found out was a muse scam. She deposited a check of $500 before she thought something was sketchy and told me. She then called her bank and she told them and they said they will remove the money once it hits and she just shouldn’t use any of it if it gets deposited before they reverse it. That was yesterday and today she gets a text from the same scam threatening to kill her if she doesn’t return the money and sending her the town she is in. She’s very scared but I told her this is a scare tactic and anyone can google her location. Is there any reason for her to actually be scared?