The Nations can be Activated and advanced, as "Threats and Promises" only prevents advancement using a Muster die. However, "Threats and Promises" is not removed from the table, as there was no attack or use of a Companion's special ability. "Companions' special ability" refers to either Gimli's "Dwarf of Erebor" ability, Boromir's "High Warden of the White Tower" ability, or Legolas' "Prince of Mirkwood" ability.
"War is much more fun when you're winning!" - General Martok