Run the threads out past the surface of the cylinder, use Intersect Faces with… to generate the edges where they cross, then erase the part outside the cylinder. Depending on how you have used Groups or Components, you may need to be careful to open the right one for edit and possibly copy+paste-in-place to get all the bits into the same context. Also, you will very likely need to use the The Dave Method to avoid problems with loss of small faces where the threads cross the cylinder.
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