And, most concerningly, where is a 4-year-old getting these ideas of physical assaults and kidnapping from?

This seems like a really important point, it doesn't seem normal for a 4 year old to come up with all this from thin air. Best case, it is from TV or books.

Agree with the advice that Panicking needs to prioritise his safety until Lia changes. I love the suggestion to try the Mr Rogers approach on her and hopefully find alternate caregivers the same race and gender as Lia.