The most common and most likely answer to this crossword clue is the 7 letter word THEREAT
I've seen this crossword clue in The Times
T
H
E
R
E
A
T
More clues leading to the result THEREAT
- Warning about echo in that place
- At that point, change for the theatre
- That clothing before or after that
- European in danger at that event
- At that point, theatre collapsed
- Energy saved by the animal because of that
- Warning around mortgage’s end on that account
- Death rate falls – heartlessly, aid is withdrawn after that
- …for which reason Spain’s in danger
- Milk deliverer imprisons lady at that place
Buddy explains!

The straight part
We know that "in that place" is the straight/definition part of the clue. The straight part is often a synonym or definition, in this case in that place = thereat.The cryptic/wordplay part
In cryptic crossword there's often an wordplay/cryptic part as well.This part involves a more complex hint, such as an anagram, homophone, hidden word, etc.
Sadly, We don't have an explanation for this specific crossword clue yet.
What does THEREAT mean?
THEREAT adverb- There; at that place.
- At that event.