No, the UN does not pose a threat to a nation's sovereignty. The UN can only tell nations what to do if the nations have already chosen to agree to do these things. In other words, the UN can only enforce agreements that countries have voluntarily entered in to.
For example, if the UN enforces sanctions on Iran because of its nuclear program, it is not simply punishing Iran on a whim. It is finding that Iran has broken promises made by Iran itself when it signed the nonproliferation treaty.
Nations must sign treaties before the UN can hold them to those treaties. This means that the nations are still sovereign.
In reply to #2 : Any decision made by the UN Security Council under chapter 7 of the UN charter ( regarding the UN 's right to impose diplomatic , economic sanction or military interventions on a certain state ) must be implemented by all nations regardless of whether they agree ot not ! so chaypter 7 of the UN charter limits states' sovereignty !