Cob appearing from mist initially looks nervous under threat (8)
I believe the answer is:
hazelnut
'cob' is the definition.
(I know that cob can be written as hazelnut)
'mist initially looks nervous under threat' is the wordplay.
'mist' becomes 'haze' (haze can mean a mist).
'initially' indicates taking the first letters.
The initial letters of 'looks nervous under threat' is 'lnut'.
'haze'+'lnut'='HAZELNUT'
'appearing from' is the link.
I am not very happy about this link. Some or all of it may belong to another bit of the clue.
Can you help me to learn more?
(Other definitions for hazelnut that I've seen before include "Cobnut or filbert" , "Filbert or cob" .)