Menacing sound from grey predator (5)
I believe the answer is:
growl
'menacing sound' is the definition.
(I've seen this before)
'grey predator' is the wordplay.
'grey' becomes 'gr' (I've seen this in other clues).
'predator' becomes 'owl' (owl is a kind of predator).
'gr'+'owl'='GROWL'
'from' is the link.
(Other definitions for growl that I've seen before include "Grumble; roar" , "threatening sound" , "Surly grumble" , "warn of attack" , "Sound of hostile animal" .)