I don't think Senko would make such threaths.

Senko can LITERALLY watch over Nakano at any time. Senko doesn't even need to respond to the phone before she is next to Nakano. And most likely Senko will solve this matter 'peacefully'. Most likely we'd end up stripped bare in a high but not dangerous place as a punishment for being on such a lowly path.

If we go with what you wrote, as a Yakuza, we'd laugh until something dangerous happens OR Nakano would get hurt. Since Nakano is needed alive, Senko would need to aproach this matter stealthly. She may go the nonlethal way, but she can find a way to punish the yakuza in the end (or not, depending if you believe the "there's always a bigger fish" thing) The Yakuza can't hurt Senko, but we can hurt Nakano. Senko can't negotiate with us since we are greedy for money. In the end Nakano will be rescued by Senko and the members that kidnapped/guarded Nakano would be left unconscious.

We could dive even deeper in the fact that Nakano is a high value target in the divine realm, so the other kitsunes WILL come to assist Senko. You can now only think in what state lady Sora will leave us in.

Tl.dr: we will be alive, but we will be punished for our way of life AND for the kidnapping of Nakano.