Asked to clock out to calm down after receiving a terroristic phone call at work.

I work from home for a company that answers the phone on behalf of the establishments we service. I answer phones for roughly 50 different locations over the country. Today, I received a phone call from someone threatening to blow up one of the places we service. The called sounded abnormal and serious. The guy was saying “I hate this place, im going to blow it up, im so f****** serious”. I hung up after a moment and directly contacted the location to inform the manager to call the local police with the information I had available. I asked my supervisor for a 5 minute break, because I was pretty shaken up, and was told I could take one, but specifically mentioned it would have to be unpaid.