Unfortunately it is not possible to cut a usable thread into carbon fibre composites. The nature of the material is such that the teeth on a thread would not be able to take any load and would break up either during thread turning or the first attempt at using the thread.
Where it is desirable to have a threaded method of attaching the tube or rod, it is commonplace to fabricate and then bond an aluminium insert into the tube or over the rod end which can then have a thread cut into it.