  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 $y_{\rm sz}$ 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 $y_{\rm
whim}=(3.78\pm 0.37)\times 10^{-8}$ in the gas filaments, accounting for the
electron overdensity of $\sim 13$. We estimate the detection significance to be
$\gtrsim 10.2\sigma$. This excess $y_{\rm sz}$ 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.
