We detect the diffuse thermal Sunyaev-Zeldovich ( tSZ ) effect from the  gas filaments between the Luminous Red Galaxy ( LRG ) pairs using a new approach relying on stacking the individual frequency maps .  We apply and  demonstrate our method on  88000 LRG pairs in the SDSS DR12 catalogue  selected with  an improved selection criterion that ensures minimal contamination by the Galactic  CO emission as well as the tSZ signal from the clusters of galaxies . We  first stack  the Planck channel maps and then perform the Internal  Linear Combination method to extract the diffuse y _ { sz } signal . Our  Stack First approach makes the component separation a lot easier as the stacking greatly suppresses the noise and CMB contributions while the dust foreground becomes homogeneous in spectral-domain across the stacked patch . Thus one component , the CMB , is removed while the rest of the foregrounds are made simpler even before component separation algorithm is applied .  We obtain the WHIM signal of y _ { whim } = ( 3.76 \pm 0.44 ) \times 10 ^ { -8 } in the gas filaments ,  accounting for the electron overdensity of \sim 13 . We estimate the detection significance to be \approx 8.1 \sigma . This excess y _ { sz }  signal is tracing the warm-hot intergalactic medium and it could account for most of the missing baryons of the Universe . We show that the Stack First approach is more robust to  systematics and produces a cleaner signal compared to the  methods relying on stacking the y -maps to detect weak tSZ signal  currently being used by the cosmology community .