At least in the U.S., nothing is "illegal to say." Rather, some illegal act defined by particular circumstances may be performed through speech. For example, "true threats" are illegal and not protected speech. But tweets have characteristics that make them less likely to be true threats. The famous example of a true threat is a Vietnam War protestor who shouted "If they ever make me carry a rifle the first man I want to get in my sights is L.B.J." https://www.mtsu.edu/first-amendment/article/707/watts-v-uni.... That was held to be a political statement. The same speech in a tweet has the same hallmarks of a political statement--made in public, physically distanced from the target of the speech.

By contrast, if a protestor said that while right outside the President's office, that could be a true threat. The medium and surrounding circumstances matters, not merely what is said.