Every state has different laws, but in our state, "brandishing a firearm is a serious offense, you get arrested and they take your firearm away." If these two actually threatened you while holding a gun, or worse, pointed a gun at you, the crime level rises quickly. The police should quickly take care of this if you have multiple witnesses willing to talk to police.
You should always try to walk away from such a verbal confrontation. One of the primary categories of gun assaults is almost always male on male, where words and threat escalate quickly and then someone produces a gun. Keeping your mouth shut, calling the police, and walking away, no matter what names they call you is probably the best way to cut the risk.
If you carry and have a permit, then definitely walk away ASAP, police arriving will ruin your day, week, month and life if the other party has multiple friends and makes up a story about you, even if you did absolutely nothing.
I have had a few discussions with Police about my Phantom, and they were polite and interested in how it worked. Sometimes they get calls and have to inform citizens that in most areas, there are no laws against flying remote control toys or copters, even if they have a camera.
Once I was taking some great shots with my Phantom 2 Vision +, see below, and I got to meet "Casino Security" who in this case were two 70+ year olds who were told I guy was flying a toy helicopter in the area.
When I told my wife.... she explained it to me. "They thought you were planning to rob the casino! Haven't you ever seen Oceans 11, Oceans 12, Oceans 13 and on and on!!!