My first thought in response to hearing about this "concerned group" is that you're in in good company; a host of artists past, present and future, who can never be ruled except by their own creative need. My second thought is what is intended - fear. My third thought, after the fear subsides, is to remember my first thought, then proceed to save all subsequent emails for a paper trail, in case one is needed one day (paper trails are aways helpful, if for no reasons other than for the sake of feeling organized, and as a reminder of the fire of determination they start). Then, determine never to reply to any of them.
I'll bet the "group" totals one, perhaps hyper-religious or otherwise radical, individual only. It feels safer and is easier to threaten someone as a phantom posse than a loner. If there are more than one of them, your plan should be the same, because, as long as the authorities are aware, no one can do anything of much consequence without regret.
If your children are aware of the emails, I'd reassure them that these things sometimes happen to an artist or anyone who expresses a personal view not necessarily shared by common thought.