Bruce,I know that with Solidworks there are options for part files that can create them as an external surface, around a hollow shell. This becomes obvious when looking at a section of the part. I don't know what CAD you are using, but you may have inadvertently selected such a part configuration.I have never heard of CF being threaded directly, but I guess there is always a first time. Avoid contact with the fibers that are released when cutting, drilling or tapping. You do not want them in your eyes, lungs or skin.
I suspect that the usual way to thread CF is to bond a metal ring to it that carries the thread. I think CF is a bit brittle and that threading cuts off the fiber in short sections, so only the epoxy bears the load.I could be wrong that the above is less true with random carbon fiber lay. And potentially very true when organized in an unfavorable direction. A bit like wood is strong loaded in one direction, but not the other; depending on grain direction.