A parody OJ Simpson Twitter account has claimed that the Juice himself sent threatening direct messages including knife emojis. It's a convincing video and doesn't appear to the layman to be photoshopped.
However, as seen in the video below, a few minutes on Google Chrome's 'Inspect' feature can alter the text and avatar photos on any website, making video of a falsified direct message not only very possible, but also very easy.
(Sorry in advance for the vertical video!)