"I will finish you and thus bury my secret forever" This person is threatening to kill you so that his/her secret remains a secret.

Xiao Xiao's answer is correct. We can say that sentence this way. I will kill you to keep my secret forever.

you should run bro, said person means he/she is going to kill you to keep his/her secret safe forever. though im pretty sure he/she meant it in jest and weren't serious about killing you lol