When a Threaded Hole feature passes through the same body twice, as in the case of horizontal hole through a 'U' shaped model, the symbolic thread representation (the dashed lines) are only created on the faces of the first instance where the hole intersects the body.
If a section view is created through the centerline of the hole in Drafting, the thread representation is also only shown for the first intersection between the hole and the body. This is the as-designed behavior.
Solution
To get the required thread representation, in the model and the drawing, rather than creating a hole feature that passes through the same body twice, create separate hole features for each instance where the hole intersects the body.
This is considered best practice and will give the expected visual representation of the thread, as well as ensuring that the appropriate thread values are included in any Hole Callout annotation.
Notes and References
Hardware/Software Configuration
Platform: INTEL
OS: window
OS Version: 732SP1
Product: NX
Application: DESIGN
Version: V11.0
Function: FEATURE_MODEL
Ref: 001-8947464