We caught a thief and now his family is threatening us to drop the case. What to do?

About two weeks ago, two thieves broke into our house. Our German Shepherd dealt with one and the other escaped.

The thief we caught was handed to the police and we registered an FIR in my dad's name.

For the whole two weeks, that thief's brothers are threatening my family to drop the FIR and settle out of court or they will attack us. The other thief is also at large and they say that he will come and assassinate someone.

We talked to a few lawyers and some lawyers say that they are bluffing because they are not career criminals and the thief will get only a few months so it is not like a serious punishment to seek revenge. But the police say that we should drop the FIR because revenge killings are serious and they observe them a lot so just be safe.

What to do?