Repost! Soooo..

I posted this awhile ago today and it confused people so let me try again.. My fiancés little brother(let's call him Jay) is dating some girl from his school(let's call her Kass) . A random number sent Jay messages telling him 'they' were going to kill Kass, Jay told Kass about it and she told him she's been getting threads for over a year. She mentioned that even her ex(Marc) was getting them back when they were dating. Kass's mom got the messages too. The messages that Jay, Marc and Kass's mom got all say the same thing, "enjoy Kass her last days, I'm gonna kill her after school when she's alone". Now out of no where Kass said she's leaving to California with her dad because the messages are scaring her already, she said she's gone to the police before and they've done nothing. My fiancé and I tried taking Jay and Kass to the police last week and she didn't want to go, so we didn't take them. My fiancé and I tracked down the number and it took us to the center of a town near by, checked online and no name, called and calls won't go through. Like I said, I feel like somethings up, I don't really talk to her and shes really never around when we all get together. They say Kass has a reputation, which make me think even worse. Is it just me or is this kind of weird? We don't know who's 'trying to kill her', I just need to know if I'm just being paranoid or if this I extremely weird. I feel as if she's hiding something?