Does Risk Need a Hyphen?

When used as a modifier before a noun, "at risk" is a compound adjective and should be hyphenated. When it is used after a noun, it is not hyphenated. Your usage is correct (according to CMOS).

Is it in risk or at risk?

You use at risk. If you check . gov sites, you can see, they usually say someone is "at risk of developing" a disease and not "in risk of developing" a disease. "In risk" is not wrong, but the idiomatic usage is "at risk."

Is At risk Youth hyphenated?

In general, if there is no possibility of confusion, do not use hyphenation.