Is he otherwise a normal child? If so, I would just put it down to the delightful imagination of little children. One of mine decided she was from another planet that spoke a language called chanelle. She spoke chanelle to her older sister who wanted to choke her.
Is it possible he may have heard others saying this ? children often express themselves in strange ways , what are thye bad things does he say ?
Wow that is concerning, have you tried taking him to specialist like a pshycholigist? that sounds like schizophrenia symptoms or other mental disorders, try asking him more questions and look up symptoms of schizophrenia and if they match, try and find a physchologist for him to see. schizophrenia is a very scary disorder. Hopefully it isnt.Good luck