Gov. Pence has joined other governors in no longer accepting Syrian refugees in response to last week's attacks in Paris.
The fate of the mastermind Abdelhamid Abaaoud is unclear.
The source did not know if the same person called in both threats.
He spoke in Paris, during a visit to show solidarity with France after last week's attacks.
Jane King was on Daybreak Morning morning to talk about this and other national and local business headlines.
More than 120 people died in terrorist attacks on Paris Friday night.
"The true teachings of Islam is love and peace just like any other religion."
She was on a university exchange program at Strate College of Design in France.