Everyone has a boss... I'd get a phone # of his office and file a complaint. Cops just love internal affairs, especially at the federal level. What agency does he work for? There's only a few mexican federal agencies, I'd tell them exactly what he said, and that you don't appreciate being threatened and that they can tell him to pick up his vehicle, that you will not deal with the man in any shape or form, and that after he picks up his car he is no longer welcome on your property without a U.S. warrant. Explain to them that your leaving the keys in the vehicle outside, and you no longer take responsibility for it and if he doesn't want it stolen he better get it now.
Make sure you give whoever you talk to your name address and phone, and if anyone would like to investigate this further, that you will fully co-operate.
Quintin E. Kittle
Whisper Creek Archery Pro Staff
USMC Rifle Team Competitor
1988 Olympic Team...Pistol Alternate
Fanuc Robotics Tech