Try this. Open up your Server_Character_eq2_uisettings.xml file, and search for "Threat". You should get a line that looks similar to this:
Code:
<Window Name="Threat" alignment="5" alignment_offset="71,-201" backdrop_mo_o="0" backdrop_n_o="0" click_through="true" frame_mo_o="0" frame_n_o="0" locked="true" size="160,22" visible="true" window_style="1" />
And delete that whole line. I once also encountered a strange Threat window problem, but it was only happening on one character. The problem was fixed using the method above. It was some sort of force_hidden property that got tagged in but never removed.