When I was younger I used to work at a big bank under a team of advisors. I was the main associate for our group, but also lended backup assistance to two other groups. I had a situation where an FA - not the one I worked for - needed me to do a few tasks for him when his assistant was out; nothing crazy time-sensitive. The main way we communicated was through chat/email, and he would get upset when I prioritized my own group's clients, regularly becoming verbally aggressive.

One day he decided to threaten me with calling HR, so I turned it around on him and replied "Let's. I'm sure they'd be really curious to know why you think it's acceptable to talk to me this way." That one interaction changed his tune quick (apparently he'd already gotten complaints).

Don't let the older generations bully you in the office. If you're good at your job, do things by the book, and have receipts, threats are empty.