I wouldn't worry about it. Sounds like he just wants to be an ass. The staff won't delete your club.
Being reported for no reason

Next time you will accept a ??? match, i will make sure your account will close!
(Do you understand?! I hope you do.
I already sent a report to Chess.com staff. If you want to troll our matches you are in bad luck!!)
This is what they said

Yea, he's an ass. I don't know what his problem is, but he can't get your account closed. You can report him instead for abuse, although he will probably only get a warning. Sorry you had to go through that.

People say stuff like that all the time. They don't mean it, they say it to get a reaction.
If what you've said is accurate (like there was no trolling) then I'd just ignore them.

Well, I don't know the whole situation. I don't know if you and their group have a contentious history. I don't know if some of your members are known for trolling. I don't know of their group is known for being jackasses.
But from what you've said, yeah, I'd just ignore it. Maybe don't accept their matches anymore, because it would lead to fighting, but other than that, yeah... I mean, I don't think anything will happen to your account or group.
If you're worried about it, just be sure you know the e-mail address associated with your account (like you didn't forget the password or anything right?) because chess.com staff might try to contact you that way if there's a real issue (not fake issue like this guy seems to be trying to intimidate you with).

That's what I would do. Well, I'd probably antagonize him more by accepting his team matches but that's just me.

i admin in a team , our match notes always have references to taking skulls (we call winning at chess taking skulls ) we use humour music and artwork to put the fear of god into our foes , it doesnt always work lol as cc ers are such a bloodthirsty lot but we have fun and generally so do our opponents , in a way it could be called trolling but those teams we face seem to get what we are all about , but you cant please everyone , and its the way of the net that youre bound to annoy someone by being yourself

I mean... you probably weren't even reported.
People stay stuff like this all the time.
Like "I have 10 accounts, so I'll report you every day with a different account and you'll be in trouble"
or "my friend is a staff member, and if you make me mad I'll have your account closed"
It's just people being jerks. They don't have 10 accounts, they don't have friends who can ban you, they're just trying to make you sad or mad.
I would report him for abuse, block his account (and maybe the admins in his club), and move on. Responding directly to a troll or an idiot is never productive.
I have been reported by someone who claims that my club, the Trio Team, is a trolling club and shouldn't dare accept his team matches again.
I am frankly furious as that club is very active in team matches and has my two best friends along with me in it.
We play good matches and the persons open challenge i accepted was 1-12 players, meaning my team is eligible to play
What should i do?
I am very angry and confused and i have no idea which rule was broken
If he didn't want a small team to accept his open challenges, he could've said in the challenge >400 members club like La Belle France do sometimes on their challenges