Extracting structured threat intelligence from unstructured cybersecurity texts requires accurate identification of entities together with their underlying semantic relations. However, threat reports often exhibit intricate sentence structures, long-range contextual dependencies, and tightly coupled entity–relation patterns, which pose substantial challenges for existing extraction approaches. To address these challenges, this study investigates joint entity–relation extraction from the perspective of semantic dependency modeling and develops HDIM-JER, a unified framework that captures structured interactions among heterogeneous linguistic features. HDIM-JER integrates character-level cues, contextual representations, and higher-order semantic dependency evidence to enhance structural awareness during joint inference, where different second-order dependency configurations provide an interpretable perspective on structurally symmetric and hierarchically asymmetric interaction patterns among entity–relation instances. By incorporating multi-level dependency interactions, HDIM-JER effectively alleviates error propagation associated with pipeline-based architectures and improves the modeling of complex relational dependencies. Extensive experiments on a threat intelligence corpus and a public benchmark dataset demonstrate consistent performance improvements over representative state-of-the-art methods in both entity recognition and relation extraction, confirming the effectiveness of higher-order semantic dependency interaction modeling for threat intelligence analysis.