Remove Norton.
Ask your friend to send you a screen shot of the SMS.
Change your access PIN or password at your cellular carrier, and secure all of your passwords, and enable two-factor authentication on your Apple ID.
Use new and unique and robust values for your newly-selected passwords.
As this is an SMS message, also check directly with your carrier.
I’ll assume these messages do not show up in your own iPhone SMS message history, and that no one else has access to your iPhone or other any other trusted devices of yours, nor does anyone else have your iPhone passcode nor a Touch ID or Face ID access.
Spoofing source addresses (numbers) for text messages is feasible (spammers use this), and would be an obvious potential cause here. (None of what you have done can or will effect spoofed SMS messages too, if that is what is happening.)
It’s distinctly possible somebody you are communicating with either is involved here, or has provided your new telephone number to whoever is sending the messages.
Here is a starting point for verifying your devices and your sharing:
… https://help.apple.com/pdf/personal-safety/en_US/personal-safety-user-guide.pdf
Given the messages are threatening, get local police involved.