I'd say that short of an answer from On High, I'd recommend treating threshold/ward interaction as follows:
1) First off, a threshold is not *necessary* to creating a ward, but it helps. If you are building a ward onto an existing threshold, then it gives you a great excuse to make a Declaration as part of the ritual prep, thus getting you a nice, free, +2 with little effort. If it's a powerful threshold (judgement call on the part of the GM), then you might have a good argument for a second Declaration and another free +2.
2) Thresholds and Wards are both different sorts of blocks, and multiple blocks don't stack. Just use the larger of the two. This means that if the ward was originally bigger, but got itself beaten down some, the threshold still gives you (and the ward, too) an effective minimum defense.
Note that #1 assumes that the ward is built to match the existing threshold, so in your example of building a small ward inside a larger thresholded area, I'd rule that there was no bonus. That said, any attack from outside the threshold would still have to get past it, so you'd still get the benefit of #2 for any attacks directed through both.
