You can try to drive a thread form along a tapered helix to create a detailed tapered thread.
I think NX may already support NPT threads under the symbolic method. For anything too non standard you're probably not going to be able to do symbolic threads though.
On the other hand if you do design for a really non-standard thread you'll probabaly benenfit by having the detailed version since you ought really to detail the thread for OD, base and root diameters and pretty much everything so that the machine shop knows what they're making.
Have a look at the example I have attached here. I created a simple 2D helix using a law ratehr than raduis to give me the ever increasing radius then projected it along a vector onto the face of the cone. This ensures that the model is fully parametric. you could then create a sketch on the path of the projected helix and sweep it round ensuring that the sweep remains normal to the face to create a fully modelled thread.
