Which character poses a threat to Macbeth but escapes an assassination attempt?

The simple answer is Macduff. The witches warn Macbeth to beware of Macduff. While he largely misunderstands the warning, he still decides to try to kill Macduff and his family. His men successfully kill Macduff's family but do not succeed in killing Macduff himself. The ironic part of the whole situation is that if Macbeth had never attempted to kill Macduff or his family, it's possible that Macduff might not have ended up pursuing Macbeth. In other words, the witches might have created the threat from Macduff simply by planting the idea in Macbeth's mind.

Macduff ends up killing Macbeth and ending his terrible reign. The prophecy was that no man born of a woman could kill Macbeth. Macbeth took this as a sign that he would likely never be defeated. This prophecy did not apply to Macduff, however, because he was prematurely cut from his mother's womb.