should i worry about my sisters safety?is their any thing we can do to protect my sister from that girl?

Threatening is a crime.  Therefore, in order to protect your sister's safety you may want to report any threats to the police.  Although I do not practice in California, in Connecticut once someone is arrested a Judge may provide additional protections in several ways.  First, a judge may order that the defendant, as a condition of their bond, refrain from making any further threats or otherwise harming the threatened person.  What this means from a practical perspective is that if the defendant violates this condition of her bond (by threatening and/or hurting your sister) she would risk forfeiting her bond, and therefore incarceration, in addition to the additional criminal charges associated with whatever new crimes she has committed by continuing to threaten or harm your sister.  Also, the judge also may be able to enter some type of protective order.  Although in Connecticut, where I practice, protective/restraining orders are only entered in family violence situations, it is possible that Judiciary has greater discretion in California.  If the Judge is able to enter a protective order, a violation of that order, at least in Connecticut, results in felony criminal liability.  

Therefore, it is clear that your first step is reporting these threats to the police.  If and when the girl is arrested, she stands to lose alot more if she continues to engage in this behavior.