Threatening words occasionally worried London Stock Exchange (2,4)
I believe the answer is:
or else
'threatening words' is the definition.
(do what I say... or else!)
'occasionally worried london stock exchange' is the wordplay.
'occasionally' indicates alternate letters.
'london stock exchange' becomes 'LSE' (abbreviation).
The alternate letters of 'worried' are 'ore'.
'ore'+'lse'='OR ELSE'
(Other definitions for or else that I've seen before include "If not, then - sounds like a threat" , "Vague threat" , "Statement that threatens" , "Do it . . . . . . - an informal warning" , "a threatening couple of words" .)