The only legal action I see is dish going after fox for their censor statement. However, I do not see that as being likely, more them using it to get the autohop lawsuit thrown out.
Not for what they said their demand that a contract be broken. I too am not sure where legal action would go (but I still think it could happen) but I can see this tactic getting the interest of Congress/FCC. These negotiations are already quite one sided, why go through all the work of making a contract to have one side demand it be broken.