I don't think Jax would believe Clay if he tried to convince Jax that Piney was involved in that threat. Jax knows Piney hates the route the club has taken in recent years; after all, remember that Piney was the first person Jax went to with J.T.'s manuscript because Piney apparently was his dad's best friend, even more so than Clay. While Jax and Clay have more or less patched over their differences in the wake of Abel's kidnapping last season, Jax isn't dumb enough to forget how scheming Clay can be (Donna...). If Clay did try to frame Piney, I think Jax would give him a chance - even if it was only at the barrel of a gun, but I don't think that's likely either.