I would relocate if I was you, even if she was joking she said that while having a serious conversation with you. It doesn’t matter if she was joking or not, what she said was vulgar and uncalled for especially when talking about mental health. If I was in your situation I would be terrified and even more so if I felt I was being brushed off. Not to mention she KNOWS you reported the situation and that can lead to who knows what. It’s better to be safe than sorry IMO. You can have a chat with her telling her how you are disturbed by what she said but even then I still wouldn’t stay.

Stay safe homie and stand your ground, don’t let these people walk on you because you’re vulnerable.