No, the death threat comes at the same time that Mia takes out the cash that Lainey gave MC, there is however no reason the believe that they are related, and there is no reason to believe that Cassandra stole anything for Lainey. Helen however has repeatedly acted in a manner that is both underhanded as well as hinted at her being the one who leaked Eve's socials, by all likelihood Helen stole the folder with the student information while the other students were doing PE. And if you look at the post where Eve's insta is leaked it's from an anonymous account, if it were from some random online there's no reason for them to make a new account to leak said information, Helen however would get into trouble and as such has motive for wanting to remain anonymous.
Lainey wants to use MC to spy on Miller, or potentially if MC is non-compliant have MC involved in shady shit so that she can use that as leverage against MC or Miller, since Miller and MC seem to be tight for whatever reason, furthermore it's more likely that Lainey and her partner are corrupt and are involved in whatever goes on at club Freya, which is why Miller doesn't want MC to talk to them, chances are that they are being paid to work as enforcement for whatever criminal runs club Freya, which is why Lainey is both well known and treated well by the employees at the club and Jenni, and why she is able to put all of the "champagne rooms" and a ridiculous amount of drinks and a lap dance from the dancer on her tab without anyone asking any questions. Remember Miller is an ex-cop, and he's most likely not happy about being involved with criminals, having people to put pressure on him is a good way of ensuring compliance.
There is absolutely no reason to believe that the death thread MC receives is related to his activities at club Freya, or has anything to do with Lainey, the most logical thing to assume is that it is the same people who are making death threats to Eve, and that MC's socials have also been leaked by the same person (Helen). The developers chose to insert the death threat at the same time as Mia takes out the money to create a sense of urgency, which can be used to drive narrative, MC is going to be upset and assume that they are related, but it will later be shown that they are not.
