You're a daycare teacher. A 4-yo kid gets mad at the teacher and says, "I'm going to get a gun and come back and shoot you!" How would you react?

I would tell his parents, the daycare administrators immediately. I would request permission to discuss this behavior with the students in an age appropriate way.Guns, harming others. I would definitely want the administration to find out if he has any access to a gun.

If the school has a counselor I might from demand to admin that he have meetings with one to find out if he has anger or abuse in his background if I was to continue teaching him.