These are the characters or events that try to prevent the hero from crossing into this dangerous unknown world. This can be either because they don’t want the hero to succeed in their mission, they don’t want the hero to get hurt, or are just unfortunate natural circumstances.
Zazu from The Lion King (1994) tries to prevent Simba and Nala from travelling to the Elephant Graveyard out of fear for their safety. He is the kind of threshold guardians who prevents the hero from advancing in their journey out of fear for their life.
Mycroft Holmes from BBC Sherlock is a similar kind of Threshold guardian to Zazu, only a lot classier. Mycroft knows full well that his little brother Sherlock keeps trying to stick his nose into situations that will inevitably end up in tears. This is probably because Sherlock nearly died from overdosing on cocaine in his university years and Mycroft wants to make sure Sherlock doesn’t put his life in such danger ever again.