@Katie---Sean0
You are correct, once Reviews are loaded they can't be changed.
In fact, Reviews can only be edited for 48 hours after they've been entered. So even if the other party doesn't review till days later or not at all, 48 hrs is maximum for edit.
After Review(s) are posted the only option is Response to the Review.
I find it difficult to comment on the rest of your discourse, because it's not clear whether Guest 'threat for a bad Review' was verbal or on the messaging system?
If the latter, you can raise it with Airbnb. If not it's very difficult if not impossible to prove.
If you can prove, it would at least explain your behaviour of closure of filed a claim.
How Airbnb will respond is beyond my knowledge.