In the context of experiencing loss, it is important to differentiate these terms:
1) Threat is the expectation of harm or a situation that poses a danger to the psychological well-being or safety of a person. The threat can be physical (e.g., accident or illness) or psychological (e.g., job loss or academic failure). It causes feelings of anxiety and fear and triggers a stress response.
2) Loss is the real loss of something valuable to a person, such as the loss of a loved one, a job, or important things. It evokes feelings of sadness, frustration, and perhaps anger or despair.