You have lost the Userrform_Initialize sub that populated them and you still have the orphan code below the first part of which should be in that that should be in the missing sub. The rest should be in the enter button sub. Macros start with Sub and end with End Sub (or Function and end with End Function). You have two End Subs with no Sub.

 'Redefine list for threat level
'Select threat level
myArray()           As String
'Create list of grades for threat
myArray = Split("- Select -|High|Medium|Low", "|")
'Use List method to populate listbox
ComboBox2.List = myArray
ComboBox2.ListIndex = 0
'Use List method to populate listbox
ComboBox3.List = myArray
ComboBox3.ListIndex = 0
'Use List method to populate listbox
ComboBox4.List = myArray
ComboBox4.ListIndex = 0
'Use List method to populate listbox
ComboBox5.List = myArray
ComboBox5.ListIndex = 0

lbl_Exit:
Exit Sub
End Sub

'use FillBM function to write to bookmarks
FillBM "CaseReview", TextBox1.Text
FillBM "Reason", TextBox2.Text
FillBM "Threat1", TextBox3.Text
FillBM "Harm1", TextBox4.Text
FillBM "Opportunity1", TextBox5.Text
FillBM "Risk1", TextBox6.Text
FillBM "Threat", ComboBox2.Value, ComboBox2.BackColor
FillBM "Harm", ComboBox3.Value, ComboBox3.BackColor
FillBM "Opportunity", ComboBox4.Value, ComboBox4.BackColor
FillBM "Risk", ComboBox5.Value, ComboBox5.BackColor

Set oThreat = Nothing
Set oHarm = Nothing
Set oOpportunity = Nothing
Set oRisk = Nothing
Set oReason = Nothing
Set oCaseReview = Nothing
Unload Me
lbl_Exit:
Exit Sub
End Sub