With the new hole the threaded hole type is available by selection from a pull down list near the top of the dialog window. That's the easy bit out of the way.
Now linked bodies do just that they create a linked version of the body. They don't and have never carried the threads with them in the same way as they are existent in the original. However when you think about it all that is missing is a couple of curves and the property of the parametric thread which allows that it will appear with the correct drawn representation on drawings. If you add threads to the existing holes then in the first instance they will generally assume the correct result, by guessing it from the ID.
On the other hand when planning to use linked geometry it is probably preferable that you apply threads after the linking takes place and maintain them after the fact as a matter of policy since a scenario exists that will cause incorrect results. Should you for example assign a certain sized thread to a hole prior to linking that body and then reassign the correct thread to the linked body then things will appear to be correct. But should you later change the thread in the parent part do not assume that the thread applied after the link in the part containing the linked body will be changed. In the normal course of events it will remain the same until you change it, as it really only uses the hole in a linked body as a place holder for the thread.
I hope this makes sense to you and avoids any problems that could be foreseen.
Best Regards
Hudson
