Frontier Airlines, which lost $10 million a month for the first six months of this year, denied reports that the Denver-based carrier was on the brink of a shutdown. Air Line Pilot Assn. officials claim that People Express, which bought Frontier last year, has ordered a shutdown of the carrier beginning this weekend because United Airlines has failed to complete its buy-out of Frontier for $146 million. Neither People Express in Newark, N.J., nor United in Chicago would confirm or deny the reported order. Frontier, which has 4,700 employees, serves 60 cities in 22 states across the country and in Canada and Mexico.