'main threat at' is not correct and usable in written English.
You could use it in spoken English, but it doesn't make sense without additional context. For example, you could say "The main threat at the bank was a group of armed robbers."
"Tactically, we lost our main threat, running at the heart of their defence".
With Tymoshenko marginalised, Vitaly Klitschko, the heavyweight boxing champion who is one of Ukraine's main opposition leaders, is seen as the main threat to Yanukovych at the next presidential elections in 2015.
Russian Tatyana Chernova, who took Ennis's world crown by 129 points, won an Olympic bronze last time around and will be a main threat to Ennis at her debut Olympics.
This supports the [US] Federal Reserve's view that economic activity can remain firm so we would look for the Fed to reiterate its view that inflation is the main threat to the US economy at next week's meeting".
Britain dominated the opening stages but struggled to create clear-cut opportunities, and failed with two chances at their main threat from penalty corners.
But would the administration let distaste for corrupt Russian financiers dictate a policy where profound geopolitical consequences are at issue?The main threat to the institutions probably comes not from the White House or the Treasury but from Capitol Hill.
Consequently, this stronger conclusion was not yet taken as a serious, or at least the main, threat presented by the existence of evil.
He has regularly topped the world rankings since 2006 and is widely perceived as the main threat to British hopes of triathlon gold at the London Olympics.
But at least radical Islam, the main threat to global peace, has been partially discredited and removed from office.
