Thank you all - you know who you are! Here are the responses:
You should be able to put your cosmetic threads on a layer and blank
them as they are not solid features. There is a def_layer config line
that you could add to automatically add the threads to a layer and you
can do it with Layer Rules as well.
You can also hide them in later versions of ProE WF4 and 5.
Not sure if this helps.
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Hide axis layer in layer tree
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I imagine you already have your answer, but in case you don’t, use
SHOW-ERASE. It got me a number of times too, before I remembered.
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Layers are the answer. Put all the holes having threads onto a layer and
hide the layer. The holes won't disappear but the threads will.