a castaway makes a bold threat to his former tribemates during the duel challenge

Looking at this for more possibilities.

First problem, does former tribemates refer to same pre-merge tribe or merely to a duelist threatening members of the Te Tuna tribe?

Second, it doesn't say an ousted castaway, so the threat could be made by anyone. If made by a spectator, then former tribemates would have to refer to the dueling Savai'i, and the spectator could only be Cochran. Unlikely, perhaps, yet possible.

Another simple explanation is this is CBS's way of hinting that Ozzy wins, and the threat is simply to return and kick all their arses and win.

The Jim idea is very good, and very likely is the correct theory, but wanted to cover a couple more bases. A threat by juror would be a first. The time for Jim to make this threat was last cycle. It worked for Adam in the Cooks. He did get Penner voted off first and he did give his vote to Yul as promised. (That is why Ozzy lost Cook Islands, as Adam would have preferred to vote for Ozzy.)

So my question is, does it matter that much to Jim to get Cochran voted off? Maybe it does. So he would threaten not to vote for anyone who drags Cochran to the finals?