Dear Kim,
I can't speculate about why your son may be making the remarks he is making, but I certainly would respond to them. I would set very firm limits on such behavior, and tell your son that threats of violence are unacceptable. If he persists, place him in time out immediately when he makes an aggressive comment. The behavior will likely stop. But, if it persists, it would definitely make sense to seek an evaluation.
Children his age struggle with a variety of competing impulses, and this may be a manifestation of that, it's hard to know.
Could he be depressed? My 6 yr old son gets that way sometimes and I know I need to up his antidepressant for a few days. Extreme crying can also be a symptom of childhood depression. I would have him evaluated by a psychiatrist if this keeps up. any big changes in his life recently? Younger kids do not have the maturity to "roll with the punches" and tend to act out their fears and frustrations.
One thing you may want to try is doing an elimination diet to see if something he is eating or drinking is causing his behavior. Arfiticial dyes, flavors and preservatives can cause behavorial problems. Try eliminating different things, such as juice and sugar, sodas, corn syrup, etc. to see if his behavior improves. It could be anything or it could be nothing. For my son artificial dyes, dairy products, and corn syrup cause him to have tantrums and cry uncontrollably.
And make sure he cannot get to the knives. An ounce of prevention.....