The radio words to use are standardised so they even work in case one side doesn't speak English. The signals are also very simple (rock wings, certain turns, gear up/down).
No need to think about being shot down or not, no need to scare, any commercial flight being intercepted would follow directions.
No sane or insane pilot is going to risk it, however. Unless the pilot was certain that his and all of passengers fate were in danger, they are going to follow that fighter jet.
https://nationalpost.com/news/world/iran-shot-down-plane-ful...
Don’t forget https://en.wikipedia.org/wiki/Iran_Air_Flight_655
It's not unheard of for military jets to escort civilian planes to an airport, for example
https://www.standard.co.uk/news/london/ryanair-flight-escort...
(Of course the situation of how the bomb threat came to be is different in this case, and IMO airlines now need to avoid Belarus overflights)
https://twitter.com/PavelLatushka/status/1396519000830582784
Belarusian Air Force fighter-interceptor manoeuvred to signal to the pilots of a Ryanair airliner:follow me”. The captain of the civilian aircraft was obliged to obey. The captain may have disobeyed the dispatcher's command, but the threat from a military aircraft was obligatory.