Had a beggar threaten me to kill

Was out with my friend last night (between 1-2 am, after a movie), we were leaving the McDonalds at Iscon Cross road, where we saw the McD cashier was escorting out a beggar who got into the store - he was asking for some food, said him and his kids were starving. He had a banana in his had for some reason. He basically left McD right behind us, and as soon as we got out, he clung to us. Kept asking for help, and started following my friend around - I told the beggar, "mana kiya na, aap kyu vapas pooch rahe ho".

He just wouldn't stop, at which point I pointed at the cop car that was parked at a distance and told him we'll call cops, to which he initially threatened to complain to the cops that we approached him wanting to buy weed - I told him to do whatever he wants, angrily dismissing it, he started screaming to the bystanders that we were looking for weed from him. That didn't do much, then he walks up to me and says something to the effect of "You don't know the kind of guy I am, I kill people". I gave the same response as earlier, told him to do whatever he wants, after which he fortunately walked away.

As a grown ass man, that had me scared and shook honestly, makes me not want to hang out late at nights. Has any of you had happen something like this to you, or anyone you know?