Newspaper headlines, and titles in general, are often not complete, grammatically-correct sentences. Many people have had great fun pointing out clumsy wording and ambiguity in headlines. But this case is far from the worst.
The headline has a series of verbs and nouns, each of which is modified by a phrase acting as an adverb or adjective. As I think through the structure of the headline, I can see how someone could get confused about what phrases are modifying what nouns.
Let's cut it up like this:
The subject of the main clause is "district", specifically, the "second-largest school district in the U.S.". The verb is "closes". So the bare bones of the statement is "district closes".
"Closes" is modified by a lengthy phrase that is acting as an adverb: "over threat" etc.
Nowo let's take that phrase apart. The key word of the phrase is "threat". The district closed because of a threat.
"Threat" is itself modified. What kind of threat? A threat that "U.S. officials concluded was a hoax".
Then "hoax" is modified. What kind of hoax? A hoax that "mirrors recent episodes of TV show homeland".