assuming, that you are not at a point between quests where you can change your heroes without a adding one point to the threat as a penality:

what happens with the thread penality when you start the new quest just with two heroes? or haveing just two heroes and adding a third one? I think that the rules for these two occurrences are missing?!

It wasn't directly addressed in the Black Riders insert, but in the Road Darkens rules insert, they covered it in the campaign FAQ:

Q: If I began my campaign with only 2 heroes, do I incur a +1 threat penalty if I add a 3rd hero during the setup for a scenario?

A: No. As long as no heroes were removed from the game and replaced with a different hero, the players do not incur a +1 threat penalty for adding a new hero.

Q: If I began my campaign with 3 heroes, can I choose not to use 1 or 2 of those heroes when setting up a scenario in order to lower my starting threat?

A: No. Each player must use each of his heroes as recorded in the Campaign Log when setting up a scenario in Campaign Mode.

Hadn't the idea to look into the second book for the rules. Well, thanks.