Threat to him, threat to his loved ones, threat to the world, whatever. What stands above the rest as the most chilling to you?
For me it's an easy answer, both for the stakes of the situation on every level (two enemies far more powerful than him, one cosmically so, the one other surviving member of his people in their clutches, all of reality collapsing through the black hole of Darkseid's fall into the maw of a screaming mad god of armageddon) and the primal, personal nature of how it's framed:
Your Father Failed.jpg
"Your father failed to save his world. Now it's your turn." That honest-to-god gets me every time. It's the most pointed threat imaginable to present to him.