Some missions say: "Special Setup: Increase (threat) by twice the threat level"

So if the threat level is listed as 2 on the campaign log do I start with2, 4 or 6 threat? Or do I start with 2 but gain 4 at the end of each round?

Each mission starts with 0 Threat. (See Mission setup.)

If special setup gives you Threat by twice the Threat Level and Threat Level is 2, you get 4 Threat.

Special Setup happens once, it has no relevance once the mission has started. Each Increase Threat step of the status phase increases Threat by Threat Level, in addition to any mission rules (or agenda cards or other effects) that may give additional threat at various points of the mission.