In reality, Nora wanted to infuse fear in Yukine's mind, as she was trying to remove all Yato's connections which connect Yato to goodwill.
Basically, she wanted to break Yato's connection with Yukine, him being Yato's (Yaboku's) exemplar. She was continuously trying to make Yukine leave Yato (in fear), so that she can awoke the previous Yato, whose intention was to kill.
As that would have left Yato in enraged and mentally weak state (easy to control) that the death of Yukine (which could have resulted in fall of Yato).