They threaten everyone and change their mind all the time. It's mostly irrelevant to what they actually do.

The question was would they really "say" it.

It felt pretty clear to me the intention was saying it "to themselves" and following up with actual action. Nobody cares if they say things aloud.

in that case, it would be russia starting ww3, and I don't think they will.

I agree, but they will spin it from their prospective to say Han, I mean we, shot first.

But there is no spin. There's either global thermonuclear war or there's nothing. If NATO isn't invading Russia, and Russia isn't invading NATO, then nothing has changed.

Does Russia want to start global thermonuclear war because they can argue a technicality that it's not their fault? No, I don't think so. They could start the war and the outcome would be the same at any time they want.

Excusing the edge case of a pathetic attempt of a land invasion of Finland or Poland or something crazy.