when you drag your bolt change the thread display
There are a couple things that could cause the thread decal to not show. If the definition of the toolbox part itself is not set to "Cosmetic" it would not show the decal:
Another reason would be if you right click on the 'Annotations' folder in the fastener's feature tree, and the 'Display Annotations' option is turned off:
The last reason I can think of would be if you right clock on the 'Annotations' folder in the fastener's feature tree, go to 'Details', and have the option for 'Shaded Cosmetic Threads' turned off.
Any combination of these settings could be the case so just make sure that that are all set to 'Cosmetic' and are turned on.