Threats generated from the same attack should not stack.
If you use a Decimator to explode a Grenade Walker, which then sets off an exploding barrel, you rack up threats from the Decimator, the Grenade Walker, and the Barrel.
Why? All three of these things happen almost simultaneously. There is basically one big boom and it is as loud as the biggest boom of the three actions.
When multiple events that generate threat occur from one attack, only the highest threat event should be added to the threat counter.