Is your feature request related to a problem? Please describe.
The codeql CLI interface offers the option to specify a threat model by e.g. using the --threat-model local flag.
However, as far as I'm aware, there is not such feature in the IDE itself to configure the threat model.

Describe the solution you'd like
Either:

• add a dropdown when running a query using CodeQL: Run Query on Selected Database where the user has to select the threat model every time they run a query
• add a global config option to the plugin (could be problematic when different languages potentially support different threat models)
• add a new CodeQL: Run Query on Selected Database with Thread Model option.
• add a "Set Threat Model" for database command.

Describe alternatives you've considered
Run the query on the db using codeql database analyze yada yada yada --threat-model local.
However, looking at the result in SARIF isn't as nice as looking at the result of the CodeQL extension directly in the IDE.