Does a divorce take place if a young man, engaged to be married, says to his fiancée: "We're done, may God make my affairs and yours easy," if his intention was to threaten and not to divorce?

Your statement to your wife, "We are done, may Allah ease my affairs and yours," is not an explicit divorce but an ambiguous utterance (kinayah). An ambiguous utterance does not constitute a divorce unless there is the intention for divorce. Therefore, if you did not intend divorce with this phrase, then your divorce has not occurred.