Does the OL get the threat as soon as the surges are rolled.

such as the OL has no threat then he uses a dark priest and gets 4 surges can he use then to get more power die.

In normal Descent, the overlord can't add power dice to an attack at all except with a card (though maybe he can in the extended campaigns).

Regardless, the attack sequence breaks down if you spend surges before the attack roll is finalized. For example, the FAQ clarifies that rerolls are made after dice are added to an attack; what would happen if you used surges to add dice, then you lost the surges when the dice were rerolled?