What to do if my friend chose to target me with her FBI family

Trust me they won’t,the FBI can’t do that.

Sounds like not your friend. Also sounds like they are just making shit up. If their family really is in the FBI, then they would likely harshly discipline your friend for acting an ass and threatening their friends with thei FBI family.

Most likely, tho, its all a lie, and your friend is being a punk. I'd reach out to their family and let them know what the friend has been saying. The problem should solve itself from there.