Risk screening for one key film (3,5,6)
I believe the answer is:
the great escape
'film' is the definition.
'risk screening for one key' is the wordplay.
'risk' becomes 'threat' (I've seen this before).
'screening' is an insertion indicator (I've seen this in other clues).
'for one' becomes 'eg' (I've seen this in other clues).
'key' becomes 'escape' (I've seen this before**).
'threat' going around 'eg' is 'thegreat'.
'thegreat'+'escape'='THE GREAT ESCAPE'
(Other definitions for the great escape that I've seen before include "War film" , "picture" .)