No, there is no overt or explicit exception to the laws prohibiting recording someone in your state in a "surreptitous" manner, or without their knowledge. The law does sometimes recognize "necessity" as a defense to a criminal act (e.g. breaking into someone's home duringa blizzard because if you don't, you may die of exposure, may not be considered breaking and entering or trespassing; and self defense is a form of a necessity defense--you had to do what would otherwise be assault or even homicide to save yourself or another person) but that's not a hard and fast or well defined exception or defense; it is based on an essentially subjective determination by the authorties as to how dire the situation was and whether you had to do what you did. So recording a death threat to present it to the authorities may be seen as a necessary act and so not criminal, but we cannot say for certain that would be the case, because it is not, as stated, as explicit exemption from the law. All we can say is that it is unlikely that you would face consequences for recording a sufficiently credible threat.