The Threatener has more power than the Unfortunate but either less than Rescuer OR less than Rescuer and Unfortunate together. Otherwise, the Rescue won't take place.
UnfortunateDoes the unfortunate deserves the deliverance?
PCs as UnfortunateIf PCs are the Unfortunate then the Rescuer needs their help to stop the Threatener. Otherwise, they would only be witnesses and no player likes that.
ThreatenerIs the Threatener in his right?
PCs as ThreatenerBy rescuing the Unfortunate, the Rescuer thwarts the PCs plans and will probably become their enemy, so it's a way of revealing to them a new recurring enemy.
If the Rescuer has a strong positive bond with the PCs - a relative, a mentor - it can be a complication. Maybe the PCs need to prove the Unfortunates guilty to the Rescue, etc (thus becoming a Supplication)
RescuerThe Rescuer needs to know about the Threatener's plans and want to stop them.
Also, it needs to be able to stop them, either by itself or with the Unfortunate's help.
PCs as RescuerThe point of Rescue is that Rescuer acts spontaneously. If it needs to be asked, then it is the Power in a Supplication story.
If the PCs needs the Unfortunate's help to defeat the Threatener, how are they going to get it?
A would-be Rescuer that fails may bring Disaster upon both the Unfortunate and/or itself.
The very rescue may be a Daring Enterprise.
The Threatener may pursue the Rescuer from now on (Pursuit), ask others for help against it (Supplication) or conspire against it (Conspiracy)
The Rescue may be mixed with Sacrifice if there's some price to be paid.
If a Supplication's Intercessor doesn't get the Power's help, it can become a Rescuer despite the negative decision.