threat vs yellow peril

threat and yellow peril both are nouns.

Word	Noun	Adjective	Verb	Adverb
threat	Yes	No	No	No
yellow peril	Yes	No	No	No

As nouns, yellow peril is a hyponym of threat; that is, yellow peril is a word with a more specific, narrower meaning than threat:

threat: something that is a source of danger
yellow peril: the threat to Western civilization said to arise from the power of Asiatic peoples

threat (noun)	yellow peril (noun)
a warning that something unpleasant is imminent	the threat to Western civilization said to arise from the power of Asiatic peoples
declaration of an intention or a determination to inflict harm on another
a person who inspires fear or dread
something that is a source of danger