Most states have health care provider "mandatory reporting" requirements for domestic violence, evidence of physical, sexual or serious emotional abuse or neglect, self-harm, and for "a serious threat of physical violence against a reasonably identifiable victim", with protection for good faith reporting.
I've reported a school bus driver to the Mo. DOT who was proven to be using cocaine and heroin.
Scroll down about 1/2 way - past the "Counseling Patients about Firearm Safety" propaganda
https://journalofethics.ama-assn.org/art...violent/2018-01

The problem of course is how does a provider decide if the threat is "serious".
I am not aware of a case in which a provider lost a suit for good faith violation of confidentiality, but as Jon said, it is easier (cowardly) just to not deal with it. But my Pediatrician sister reported a drug addict for child abuse and the addict threatened to kidnap and kill my sister's child. And health provider assaults and shootings by a disgruntled/mentally ill/angry patient are increasing markedly
https://www.modernhealthcare.com/providers/healthcare-workers-face-violence-epidemic

https://sites.google.com/a/damascusknowledge.com/www/home