exit with error message in bash (oneline)

You can use a helper function:

function fail {
    printf '%s\n' "$1" >&2 ## Send message to stderr.
    exit "${2-1}" ## Return a code specified by $2, or 1 by default.
}

[[ $TRESHOLD =~ ^[0-9]+$ ]] || fail "Threshold must be an integer value!"

Function name can be different.

exit doesn't take more than one argument. To print any message like you want, you can use echo and then exit.

    [[ $TRESHOLD =~ ^[0-9]+$ ]] || \
     { echo "Threshold must be an integer value!"; exit $ERRCODE; }