Argumentum ad baculum
From Iron Chariots Wiki
Argument from force. A threat of punishment for not believing a certain way.
This is an emotional argument, not a logical one. The person making the threat is making no argument for the truth of their belief. This fallacy is related to the argument from adverse consequences (the adverse consequence in question being punishment).
Since this technique is an attempt to intimidate or frighten the target, it is a variety of the appeal to emotion.