威胁 (wēixié) means 'to threaten' — it's the general verb for expressing a threat of harm, danger, or negative consequences, often used in serious or formal contexts (e.g., threats of violence, natural disasters). 恐吓 (kǒnghè) is more intense and literary, implying deliberate intimidation or terrorizing; 吓 (xià) is a colloquial verb meaning 'to scare/frighten' someone, not necessarily with a serious threat.