Threat
Menace
noun, verbal noun
The thing that will threaten and then urge you to do something else is the threat and menace.
Note that 脅迫 often involves overt and serious threats that may cross legal boundaries.
This is a jukugo word that uses the on'yomi readings of the kanji. You should be able to read this on your own.
脅迫電話を受けた直後に警察に電話をしましたが、彼らは何だか対応したくなさそうでした。
I called the police right after I received the threatening call, but for some reason it seemed like they didn’t want to deal with it.