Instead of applying the threshold directly, use the threshold range for masking. Then you can create two segments - one for epicardial and another for extra-pericardial adipose tissue. It should be enough to just paint a few small parts of these segments and then you can generate a full segmentation automatically by using “Grow from seeds” effect.
See in this video how masking and grow from seeds effect are used to separate two touching bone segments that have the same intensity in the image:
