I think I figured it out. When I created the cosmetic thread, I specified the surface that it was to start from, which was different from the edge of the hole selected to create the thread. By leaving the driving surface blank and giving the thread a blind depth from the edge of the hole the cosmetic belongs to, it seems to be working. I had to create an equation to calculate the blind depth from what the overall depth should have been.
Just know that the cosmetic thread graphic display is not always visible between part assy and drawing. It disappears at random occasions. A bug that is ongoing. There are a few SPR's out about it.
Don't waste your time searching the horrid knowledge base to find all the SPR's associated with it.