If you're worried that these agents are actually investigating you for illegal downloads, see if you can find out what division of the FBI they work for. If they work for the IP division, then your paranoia might be justified.
If you're actually concerned that the whole situation is an elaborate hoax to catch you torrenting episodes of Game of Thrones, then you should talk to a lawyer but still act as if the threat against your life is real because it very well might be.
And his admitted (on HN) misconduct could be used against him if the FBI wanted to. From his comment history, it also looks like he's dabbled in the porn business. I wonder if his records are correctly maintained and correct.
You can get a lot out of a potential informant by threatening to send him back to his original country for "crimes".