One is not openly menaced by them (6,7)

I believe the answer is:

veiled threats

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'them' is the definition.
I don't know anything about this answer so I cannot judge whether this works.

'one is not openly menaced by' is the wordplay.
I cannot really understand how this works, but
'one' could be 'i' (Roman numeral) and 'i' is present in the answer.
'by' could be 'at' and 'at' is found in the answer.
This may be the basis of the clue (or it may be nonsense).

Can you help me to learn more?

I've seen this clue in The Irish Independent and The Globe and Mail.

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