"in danger": an adverb or an adjective?

It is neither: it is a preposition phrase with (figurative) locative sense, usually followed by a preposition phrase with of defining the danger.

... in danger of contracting the virus
... in danger of being fired

The of phrase may be omitted when it is recoverable from context.

John has been exposed to the virus. He is in danger.

You will probably find it deployed most often as a predicate complement to the verb be, with adjectival sense modifying the subject:

John is in danger [of contracting the virus].

But it may also be deployed as an attributive adjectival. It will usually (and always when it is accompanied by the of phrase) be set after the noun or pronoun it modifies:

People/those in danger of contracting the virus are monitored closely.

If the of phrase is omitted in danger may be set before the noun modified; in this case it is a courtesy to readers to hyphenate it.

We monitor in-danger children particularly closely.