I have been thinking of things that can be allowed in self-defense (defending one's life, property, Vocation etc.) and wondered if threatening is one of them. That is, you threat someone that if they damage you, you would disclose some secret or cease to help them etc.
  Is it allowed? And if yes does it include all people?

You need to give examples. This is too open ended. Specifics will help.

For example, if some young cretin is making cat calls and otherwise crude statements to your daughter or wife, kindly ask him to refrain. Most likely, you'll get lip; repeat your admonishment. If said jerk begins accosting then have the confidence to say that it would be very unwise for him to use threatening language as you will PROMISE him the loss of his life if he so much as violates your three foot radius.

These threats exist as we have seen time and again the last few months such as what is happening in Philly, St. Louis, Denver, Charleston, S.C., Wisonsin State Fair, etc.

I would feel that lethal force, while terrible, is justified with God in these situations.

Any Cathinfo theologians have relevant Church teaching on this?

I would think the threat is permissible.  To carry out the threat would not be, since it would be carried out after the danger is over.

... threat someone that if they damage you, you would disclose some secret...

In regard to this part of the question; yes that would be blackmail. Is blackmail ever morally permissible?