Q: Did the Jailor see Sylvanas as a threat?
A: We will find out during the story that Sylvanas's dealings with the Jailor started when she threw herself off of Icecrown in Edge of Night. She helped Varian in Legion as a way to thrust herself into a position of power.
Q: Is the Jailor someone that we already know that is connected to death?
A: They created the Jailor as a mysterious new figure. He is an important part of the mythology of the cosmology. He is not someone that we know, but familiar figures will be aligned with him or opposing him. He is the centerpiece villian of the expansion.