You must involve the chain of command.
Prepare a written statement to present to the Commander and 1SG. Sit down and make a list of specific incidents that have happened and a list of potential witnesses who may have overheard the threats. You should also include the statement the SGT made about retaliation if you continued to report the issue and his threats to end your career. Ensure all comments or statements you submit are factual and honest. Providing false information will do nothing but get you in trouble and cause you to lose credibility. Once you have a prepared statement that is factual and void of emotion, speak with your Commander and 1SG on open door policy. This policy should be posted outside the unit orderly room or on the unit bulletin board. The best way to handle this is to ask your platoon sergeant to arrange a meeting for you. If the platoon sergeant wants to attend the meeting I would encourage you to allow him to do so.
Your chain of command will take the information you provide and look into it. If there are no witnesses there may be little they can do but they will most likely counsel the individuals involved that if they continue they will be subject to punishment under UCMJ. Once individuals like this are called on the carpet they typically disengage from the behavior. If the behavior continues, report it immediately.
There are other agencies you can report this issue to including: IG, Chaplain, JAG, and military police. The best method is to use the chain of command first as they are in the best position to put a stop to the behavior.