Rather than simply answering your question, it may be more helpful for you if I ask you to describe what you are trying to model. Please reply with some images inserted into your reply.
The reason is that in many structural models, the bolt solids are deliberately left out and modeled instead as a beam connection, where no geometry is required. Sometimes the bolt is required, but you almost never want to have thread geometry. An idealized bolt that has a head cylinder and a shaft cylinder united, with the shaft cylindrical face split at the plane where the hole in the mating part starts.
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