Must have missed something, but when did Jon threaten to kill Gilly's baby? I see it repeated a few times in the thread, but from the first post, it seems that Jon forced Gilly to flee south with Mance's baby to save the babe, and he promised Gilly that her child would be safe when they revealed it was not Mance's baby. In AFFC, it was implied (if I remember rightly) that Jon forced Gilly to go with Mance's baby, but it also wasn't stated that it was through the threat to the life of her own.