IMO I do not think this is a grey area and it's legal to tell a LLM you want to kill someone. It's certainly not a "threat" like you might send to another person, though it may end up being evidence of conspiracy or premeditation. I suspect we would be well served to, after a few years of experience, put together some laws governing when LLM chats must be made available to authorities.
It is very interesting that the LLM responses to these lines - the context around what she is saying - is not in the article. I suspect, as is the case in many instances where LLMs are involved in violent planning, that the LLM was urging this behavior on. Basically entrapment - you are encouraged by a robot to become more violent and vindictive and then when you do you are handed over to police.