When I see code like your first data step my first question is "Are there values between 3 and 5?"
I see a potential for many missing values in your Covidthreat variable. Any values that have mixed values for the 3 dichotomous variables with the code shown will have the threat missing. Which means that either the record will not be used by your model (any variable with missing values used on a model statement will cause the record to be excluded) or you would have to specify the missing option on a class statement and in effect have a 3 level variable.