EP Fasteners works here when you click on a face. It does require that you are clicking on a face not a group or component, however.
My preference for machine threads is to use Curvemaker to draw an appropriate helix and Eneroth Upright Extruder to extrude a profile I’ve laid out to match the dimensions from the link I provided. (both from the Extension Warehouse)
[url=https://flic.kr/p/24nhGLg]