The biggest conflicts outside of battling monsters are political ones, and despite you running around the country, desperately trying to convince people to help you, everyone's is tied up in their own drama or conflict. Your actions and decisions then decide who your allies in the final battle will be, and what your companions will think of you. The reason people like the plot of DA:O so much is because the characters you meet, and your own investments with the happenings of the world, make you care what happens to it. And that makes the darkspawn threat an actual threat.
Yes, but unfortunately those are not well explored. Whole middle between Battle of Ostagar and before Landsmeet puts everything on hold, for couple linear “dungeons” which simply aren’t very good or interesting. In spite of “grey” morality conflicts there are extremely one sided (why would anyone side with Templar’s?). They are also rather generic, while still having massive lore dumps. World and people are poorly define, and fragmented and it doesn’t come together. So no, I never felt darkspawn was a threat to anyone AFTER Battle of O.