A nasty threat, deep down (2,5)
I believe the answer is:
at heart
'deep down' is the definition.
(synonyms)
'a nasty threat' is the wordplay.
'nasty' indicates anagramming the letters (a nasty or wrong spelling).
'threat' with letters rearranged gives 'theart'.
'a'+'theart'='AT HEART'
(Other definitions for at heart that I've seen before include "Fundamentally" , "In one's innermost feelings, in that era" , "Substantially" , "Really" , "A threat, in one's inmost feelings" .)