(NewsNation) — Former President Trump's lack of intel about Thursday's threats in Arizona "sparked some concerns" for Mark Dannels, the sheriff of Cochise County, Ariz.

Arizona law enforcement agencies announced Thursday that they were conducting a search for an Arizona man who allegedly threatened to kill Trump on social media.

“Can I tell you something? We’re in danger standing here talking,” Trump said during an interview with NewsNation’s Ali Bradley at the U.S. southern border. “So, let’s not talk any longer ... (Security) doesn’t want me standing here. They don’t want you standing here either.”

Dannels confirmed that as of the time of the interview, suspect Ronald Lee Syvrud was not yet in custody.

Officials later announced that the manhunt for Syvrud had ended, something Dannels called "good police work by my men and women."

"All I can say is, I'm not going to speak for the Secret Service, but I can say I'm proud of my people and what we did because we kept the president safe," Dannels told "NewsNation Now." "We kept the event safe."

The concern comes just over a month since the former president was grazed in the ear by a bullet during a rally in Pennsylvania. The failed assassination attempt led to the deaths of one rallygoer and the gunman, as well as the resignation of former Secret Service Director Kimberly Cheatle.

NewsNation's Ali Bradley and Jeff Arnold contributed to this report.