Can you be fired from your job because you threaten to report to HR about sexual harassment?

Yes, you can be fired for that or any other reason in North Carolina as this is an employment-at-will state. However, if your employer has 15 or more employees, then you will almost certainly have a claim for wrongful firing. Contact an experienced employment attorney as soon as possible to discuss your sitaution.  Keep in mind that attorneys cannot solicit you; you have to contact them directly.