I think he's making statements about legal action in the hopes of getting people to stop talking about his situation, both the parts that are known for sure and the parts that are speculation or not corroborated (yet?). He might be creating a version of the Streisand Effect, where your efforts to stop people from talking about something end up drawing even more attention to it.
Lloyd would have to find "Marko" and win that lawsuit long before taking on any YouTube content providers or the comments like here, Twitter, YouTube, and Reddit. In order to prove defamation, his lawyers would have to prove that anybody knowingly said something that is false. Libel laws have standards that must be met in order for lawsuits to be successful in court. Saying there is somebody that calls himself "Marko" claiming rather shocking information is not defamation. Plus if he were to go after anybody, he would be forced to show that his past is clean. He has already admitted most of Kim Silvio's statements are facts. Does he really want people to know the full story? Assuming there is more to be known. Then there is the problem that he is in Croatia and most of us are not. Good luck enforcing any judgements from way over there. The lawyer fees alone would bankrupt him.