The friends, who met during Love Island 2021, reassured fans they were okay following the ordeal last Thursday.
Kaz and Liberty claimed they were in “the wrong part of the neighbourhood” as they made their way to a party.
A 40-year-old woman is said to have threatened them before two witnesses alerted the police.
An insider told The Sun: “Out of the blue, this woman appeared with a knife and threatened them.
“Liberty and Kaz were obviously shocked and terrified — especially because guns are legal in the US.
“But fortunately for them, two men who had been walking past came to their rescue and called the police.”
Kaz and Liberty spoke of the scare last night on Instagram.
Kaz shared the post and said: “We wanted to jump on really quickly and say thank you to all the messages we have received.”
Liberty added: “Obviously, it was a scary incident that happened Thursday, but we didn’t want it to affect the rest of our holiday so we’ve just been continuing on as normal and living our best lives.
“And obviously, it’s horrible that that happened, but we’re OK and that’s the main thing that we’re safe.”
The girls who were at Coachella Festival with fellow islanders Millie Court and Lucinda Strafford made their way home to Britain last night.
Kaz wrote: “Hometime @libertypoolex.”
She joked: “Also, yes, My nails broke…AGAIN.”
Liberty’s with split from Love Island partner Jake Cornish is also rumoured to be romancing a carpenter called Tyler.
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