The only way it would help your cause is if she acted on your threat and moved on.

Typically the threat of filing a complaint with the regulatory agency will make them realize their mistake.  

The reality is that its not a place for legal threats or scary packages.

The veiled threat about "pissing a lot of people off" is a red flag. 

Threaten to sue the agent and the seller if they don't return your earnest and void the contract because they breached it.I think you could actually win on this basis, but usually just the threat of a plausible winning lawsuit is all it takes, in my experience.I have great luck getting folk to settle with a tough bluff backed by a potentially winning case.

If the Buyer indicates they will hire a Buyers Agent, I would prefer they be represented, I would not view it as a threat at all.  

They dragged out the threats for two months.

What I will expect from anyone that is going to get more than one month behind is that they convince me that their issue is primarily caused by the Corona outbreak/threat, they have looked into help from family/friends, looked into any social/church help available, and that they are doing side hustles to make some income.  

Otherwise, it doesn't seem like you sat around and did nothing, knowing that what the situation was.While the legal threat is almost assuredly just that (a threat) You might consider giving some concessions.

It's an empty threat 99.9% of the time.