The implication was mafia or mossad -- or some other group above the law?

Seriously - what do you think? If it was in the US, what would you bet on - it being a guy from the mafia or from the CIA? "Mafia", obviously (or whatever you'd call Israel's somewhat-organized criminals.)

It's not about "being above the law", either, it's about the criminal being better protected by the law, in this instance, than the victim. The policeman likely told her the truth - that no action taken against this guy based on her reported threat is going to deter him from fulfilling it, likely the reverse, so she better be careful.

Perhaps it was the word choice: "can" implies that the killing would not be punished. Obviously any person can kill another, so to say "can kill" suggests a "license to kill". If I were a policeman warning someone about a criminal, I would say "might kill" or some other phrase that discusses likelihood rather than capability.

Well, yeah, but if a guy from the CIA murders a doctor in the US, will he be punished? I kinda think he will be. Is he likely to threaten a doctor with murder in the first place, as a way to ensure his relative is properly treated? I kinda think he's not. Why do you think a guy from the mossad is any different or will be treated any differently? Would you ever put "CIA" in the same sentence where you put "mossad" in your comment if the story happened in the US?

Because I can't imagine a policeman ever saying "he can kill you" except in a fictional setting where James Bond is licensed to kill and that policeman somehow knows about Bond.