Spam text with IP address and iCloud threats

• IP Addresses are not sent with a text
• IP Addresses are sent on the web, but if using WiFi it is your router IP Address and not your device, and if using cellular, it is the IP Address assigned by you cellular provider and is dynamic so will change depending on the cellular conditions.
• You can configure iMessage to send from your iCloud Address, but that in no way means they have access to your account.
• Since you do not have the Report Junk option it is likely an SMS message and your iCloud address was not used at all. Apple suggests reporting SMS messages to your Cell Provider.

f you don’t see the option to report spam or junk messages you receive with SMS, MMS, or RCS:Contact your carrier. See the Apple Support article Wireless carrier support and features for iPhone.

Block, filter, and report messages on iPhone - Apple Support

Blocking is all that is really necessary, so it sounds like you have already solved the problem.

Simply delete and block the number is all that is needed. They have no information on you other than your phone number if it is a green SMS message or possibly Apple ID email address if it is a blue message and you have iMessage configured to send from your Apple ID email.

That’s not good. Did the number contacting you actually show you your IP address or iCloud username?

If not? It is most likely just a scare tactic and not a real threat. But I would certainly look contact apple support on steps to secure your iCloud account just in case!