Is it against the law to video someone verbally fighting if they did not know and others were around?

No it is not illegal. I would report the incident to your employer. That creates a hostile work environment. I would also make a police report relative to the threat. Your worker sounds like a flaming but there is always the chance that he/she could be mentally unstable and that they would carry out the threat.

Well it may be but it is good to have this proof if something happens.

No. When you are out in public you have no expectation of privacy.