Yeah, I didn't get that sense of menace from her, but I don't think that's her character. The Grand Inquisitor is menacing because he's just cold. He was a great character in Rebels. With the Third Sister, she's just a angry rage machine. Obviously she's a youngling that escaped Order 66. Probably tried to find the Jedi for help and maybe got a similar response to what Obi-Wan gave to the fleeing Jedi last night. The Jedi are dead, go to ground, live a normal life. But she clearly turned herself in, and she's a rage machine.
The other Inquisitors were stoic and calculating. Her betrayal of the Grand Inquisitor is going to cost her, badly since its clear that he survives. I wonder if she shows up with a prosthetic hand