The massive international manhunt for the West German terrorist killers of industrialist Hanns-Martin Schleyer netted its first suspect last night, but concern over the whereabouts and intentions of other gang members is growing in neighboring countries.

In Vienna today, authorities confirmed that security had been increased around Austrian Chancellor Bruno Kreisky following telephone threats on his life. The calls were made to Austrian officials in West Berlin by people claiming to be from the Red Army Faction.

That is the name used by the West German terrorist gang whose members are being sought in connection with a series of politically inspired kidnapings, murders and bombings that have stunned West Germany in the last seven months.

In The Netherlands today, chief public prosecutor Nicholaas Messchaert said the situation concerning West German terrorists is now a serious one, and he called on the public to help in the fight.

The Dutch official made his comments at a news conference just hours after Dutch police had captured two suspected German terrorists after a shoot-out in an Amsterdam suburb late last night.

One of those caught, Christoph Wackernagel, 26, is one of the 16 terrorists who have been the object of the biggest manhunt in West German history. It began after Schleyer's body was found in France on Oct. 19, one day after West German commandos ended a hijacking by terrorists linked to the German groups.

Although Wackernagel is not the most sought-after of the group nor is he believed to have actually killed Schleyer, his capture does represent the first success in the police search. He was wounded in the shootout.

The suspect, who appeared in two motion pictures as a teen-ager and was at one time touted as a promising young film actor, is believed to have made the films of Schleyer in captivity that were forwarded to authorities to prove he was still alive before the hijacking. Schleyer was being held for ransom in an effort to free 11 other jailed terrorists, whose release was also demanded by the hijackers.

Three of the 11 were found dead in their cells after the commando raid. Authorities said they had committed suicide, while their supporters have charged that they were murdered.

The second man captured in Amsterdam last night is Gert Richard Schneider, 29, who is wanted in connection with the Oct. 31 bombing of a West German court in Zweibruecken that did extensive damage but caused no injuries.

At first, Dutch officials had identified the second man as another of the 16 wanted in the Schleyer killing, but West German authorities later corrected the identity.

Dutch authorities said today that police had watched the two men leave their apartment late last night. They were followed to a nearby telephone booth, where 10 police wearing bullet-proof vests closed in. One policeman opened the booth's door and asked if he could make a call, whereupon one suspect drew a gun and started firing and the other threw a hand grenade. Three policemen were slightly injured.

This was the second time in less than two months that Dutch police have cornered and captured West German terrorists, but both times they were unable to close a carefully laid trap without taking injuries from terrorists who are known to fire "at the drop of a hat," as one officer put it.

On Sept. 22, Dutch police set a trap for Knut Folkerts, 25, and his accomplice, Brigittee Mohnhaupt, 23. Folkerts, wanted in the April slaying of West German prosecutor Siegfried Buback, managed to kill one policeman before he was captured. Mohnhaupt got away.

It was Mohnhaupt's escape, and episodes earlier that week in which other gunmen believed to be West Germans eluded Dutch police after a shoot-out, that increased Dutch concern that a sizeable number of West German fugitives may be hiding out in The Netherland. West German authorities have said they believe most or all of the 16 most-wanted are now outside of West Germany.

The Bonn government repeatedly has said that neighboring countries would have to cooperate and step up their efforts to track down the terrorists, especially along border-crossing routes.

Today, as in September, government spokesmen in Bonn publicly expressed gratitude to the Dutch for their help.