1. Sorry you had that experience. It's never nice when one encounters a rude player. Or one who uses profanity.
2. I am confused about what was scary. Saying "Fuck you" to someone online, when you don't know the other person's real name, address, or even country seems mean, but also a million miles away from an actual threat. Can you explain what was so scary about the situation...I feel like there is a lot missing from this story.
3. Anyway, you should definitely blacklist this person. If enough people are like you and complain about this player, then she or he will indeed be banned.
Hopefully, you will have better luck in your future games. I've never experienced anyone like this, so I hope your future opponents will have better manners.