Cant get threads on curved surface

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Doing threads in a thru hole on a curved surface

I am currently making a cylindrical fixture to spin a stub on a driveshaft and I need to put an M6x1.0 thread through the cylinder as a set screw. I use EP Fasteners and Holes to make the thread but how do I put it through the cylinder correctly? I am able to make the hole through there and intersect faces but not sure about how to do it so the threads are curved with the OD of the fixture. Here is a look.[threads]

And the Dave Method as mentioned.

The Dave Method

The Dave Method is the clever use of components popularized by @DaveR to avoid the tiny face issue. Sketchup fails to form faces when edge segments get down around the 1/1000" mark. However, tiny faces can exist so the workaround has generally been to scale up your geometry, edit it, then scale back down. This works, but can lead to some issues. The Dave Method leverages the power of components to make life easier. The basic concept is, you start with a component set at the size you want, t…