No idea what the threat is going to be, though. Something like going over to Voldermort? Making a credible committment to not participating in his prophesied duties?
The Wizengamot has no idea Voldemort is still alive and Harry hasn’t yet finished fulfilling his duties (or that there even was a prophecy). If Harry tried to tell them, or even if Dumbledore tried to tell them, they’d probably disbelieve (as in canon). And Lucius thinks Harry is Voldemort, it’s no threat at all to him.
The Wizengamot has no idea Voldemort is still alive and Harry hasn’t yet finished fulfilling his duties (or that there even was a prophecy). If Harry tried to tell them, or even if Dumbledore tried to tell them, they’d probably disbelieve (as in canon). And Lucius thinks Harry is Voldemort, it’s no threat at all to him.