I imagine it's either a complete mistake, or he took something like this sentence:
"Working threat investigations in a military environment is challenging"
or this sentence:
"The training will teach staff how to create a working threat model"
and then, while preparing the "copypasta" to be served up in his video, slipped up and interpreted 'working threat' as one. (This is not entirely unrealistic: 'X investigations in a military environment is challenging' is nearly a grammatical sentence, and 'The training will teach staff how to create an X model' is completely grammatical, so the semantics may have gotten overruled.)
'Working threat' does not make sense in the sentence he utters.
Just for completeness' sake: The above sentences should be parsed as: 'Working on threat investigations...' and '... to create a working model of threat'.