Nolan Wells' best friend says he skipped his pal's funeral for multiple reasons ... including multiple threats he says he's received in recent days.

Warren Hudson opened up about the difficult decision to stay away from Nolan's service during an interview on "The Officer Tatum Show" ... revealing he chose to skip it first and foremost to not distract from the event's focus on Nolan and his grieving family.

He then adds that he worried about going to such a public gathering, too ... saying he's received thousands of death threats -- and he didn't want to put himself or his family in danger.

Warren says it's horrible he had to make that choice ... but it's just the reality of his life recently.

The interview with Brandon Tatum has been chock-full of stunning revelations ... with Warren insisting he had nothing to do with Nolan's death -- and even telling a story about how Nolan refused his group's pleas to leave the island with them.

It's not unusual on Horn Island to arrive on one boat and leave on another, Warren told Brandon ... but the group didn't want Nolan to stay on the island -- which Warren also admits in the interview can be dangerous.

As you know ... Nolan went missing on Fourth of July weekend earlier this month -- and his body was later found off the coast of Horn Island in the Mississippi Gulf Coast.

Authorities initially posited Nolan drowned ... but his parents and their attorney, Ben Crump, insist they don't buy the official narrative -- and even had their own autopsy performed.