Danger

Is there an expression to refer to when someone is in a great deal of danger?

Severe danger is often referred to as "grave danger".

Ive always been a great fan of "Mortal danger"

A more formal way of saying is to "be in peril". And " to be in dire straits" is also used for a difficult or uncomfortable situation, though maybe not necessarily a dangerous one.

I not sure "being in distress" means that you are in GREAT danger.

With "distress", the emphasis seems to be on the suffering caused by the situation, but it also implies rather serious consequences for the sufferer, therefore it can pass as great danger.

To me "mortal danger" specifically implies someone is in danger of dying.