Even though Cersei has given Bronn the order to kill both of her brothers, the safe bet is that the sellsword will honour his friendships and fight alongside the Lannister brothers in the Great War. In fact, one theory proposes that during his travels to Winterfell, Bronn sees the Night King flying toward King's Landing on his ice dragon and that the revelation of a doomed kingdom frees Bronn of his murderous obligation.
While this doesn't exactly constitute as Bronn making a direct threat to Cersei's life, the idea that he doesn't return to King's Landing to warn the troops of danger is a death sentence of sorts. Granted, this theory contains a number of variables, but the truth of the matter may be that Bronn's history as an assassin could simply have him switching sides at any time. Just imagine him taking his hands to Cersei's throat in defence of one or both of the Lannister brothers who he's grown to trust over the years.