I suspect the fleeing for his life claims are sensationalism and mostly or completely invented, just like the rest of this ongoing story.
From what I’ve read about the Russians, they play for keeps.
More sources:
Christopher Steele: Former British spy alleged to have created dossier on Trump-Russia relations
The co-director of Christopher Steele’s private intelligence firm said he cannot ‘confirm or deny’ the reports
http://www.independent.co.uk/news/world/americas/christopher-steele-donald-trump-russia-allegations-mi6-intelligence-latest-a7522786.html
Identity Of “Former Intelligence Officer” Behind Fake Trump Dossier Revealed
No surprise: former MI-6 officer
http://www.zerohedge.com/news/2017-01-11/identity-former-intelligence-officer-who-prepared-trump-dossier-has-been-revealed
Trump need do nothing. It is in the interests of the UK to take care of cleaning up this mess because Trump wants good relations with the UK.
No one need say a word. The problems go very deep. The guy has undermined the cooperative defense agreements with the US that are an essential part of UK national security.
Trump needn't say a word. The UK has plenty of motive to clean this up on their own.