I'm not sure how on earth the Rossos could feasibly be any sort of threat to him or more than a mild annoyance to Tempest. Not after the conclusion of this arc.
So i'll ask you, what gave you the impression that Rosso can be any threat to Tempest nevermind Rimuru.
At this point his nation is self suficient and wealthy and the largest military power in the continent, he has an alliance with all of his neighbouring nations, and besides being a demon lord he has Milim on his side as well as friendly relations with Luminas and therefore the church. Yuuki is the only wild card being another reincarnator and the one that actually could become a problem later on but we don't know his plans or the extension of his influence, so what can the Rosso even do? Economic warfare? Anything they do at this point is practically begging for Rimuru to crush their whole organization, and wouldn't amount to more than a mild annoyance/delay to Rimuru's plans. Maybe before this arc they could've done something but they missed the timing, the only sort of real threats Rimuru has are all human nations joining together on a war to crush tempest or the other demon lords turning enemy, and both have been preemptively disarmed after this arc. The story would need to handicap Rimuru really badly for him to have any sort of problems dealing with them.