I've said before I have no idea if these rumours are true, but let's get some things straight here.
IF there are some dodgy people involved in this, they are not going to kill him, and he is not going into witness protection. It would basically be a case of someone warning him that he needs to move out of the local area or he/those close to him may be on the receiving end of some rough treatment. There may even be some evidence of him doing naughty things which might find their way into the wrong hands should he not comply.
Whether Ross is in any way involved in these things, or if they're affecting his decision on moving, I neither no or really care, but people laughing it off as if it's a ridiculous notion are living in a dream world. These things most definitely happen, and probably more often than you think.