I haven’t made threads in either program mentioned, but I have gotten them to work with fine in freeCAD. As others have said, you need to account for side ooze from your nozzle – if you make a screw, then directly subtract that from a nut, the nut could be a nozzle diameter smaller, and the screw a nozzle diameter wider and they’ll never fit.
Here’s a picture of one I did. The tap is too narrow in the points, but I guess that wears off easily the first time it is screwed together because I never noticed a problem.
Anyway, I’m a little embarrassed by how messy my freeCAD file is looking at it now, but the screw does work on a lulzbot mini in both ABS and PLA. Totally not a model of perfection but rather, merely a demonstration of one method to get a screw: http://www.thingiverse.com/thing:948098
To make thread In freeCAD you make a sketch of your thread shape and sweep it on a helix (check the frenet box), then fill the thread with a cylinder. Be careful though, If the threads ever intersect as they travel the helix, the part won’t be usable for cuts – imagine the thread as a triangle, if the bases of triangles intersect, the part will be broken, so leave a gap between them either by reducing the length of the base, or increasing the pitch.