Danger which keeps the Queen upset (6)
I believe the answer is:
threat
'danger' is the definition.
(threat can mean a danger or risk)
'which keeps the queen upset' is the wordplay.
'which' becomes 'that' ('that' and 'which' are often synonymous).
'keeps' means one lot of letters goes inside another.
'the queen' becomes 'ER' (Elizabeth Regina).
'upset' shows that the letters should be reversed in order.
'er' in reverse letter order is 're'.
'that' going around 're' is 'THREAT'.
(Other definitions for threat that I've seen before include "Menacing words" , "Hazard" , "Statement of intent to do harm" , "Expression of intention to harm" , "An intimidating warning" .)