Called local police in Ontario, Canada. I have evidence of the chat. They say they have no jurisdiction over this since they do not know where the user is from. Is this not a cybercrime? Could they not find the IP address of that person?
Every country could decide whether they have jurisdiction or not. You would hope that one country would answer that question with "YES" and all others answer "NO", but it depends on the case and the laws of each country.
For example, in Germany there is the principle (roughly) that the country where the deed has an effect should have jurisdiction. So if whoever got hurt is in Germany, they would assume jurisdiction. Other countries could have different rules. If Canada has the same rules, then they would need to know that the person who was hurt was in Canada.