The bluff has occurred to me as well, however I'm not positive that's the case. There's no telling what someone is capable of when it comes to a loved one. Morals and ethics do tend to fall to the wayside if that's what it takes.
If this is a bluff one of two things will happen: We won't know it's a bluff until season 3, or someone will call the bluff and someone will die because of Saul.
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