Hi Claas, really good challenge! I found a good way to do this, as seen below.

So basically, first to get a helical path/curve, I created a Coil with Square Section, in my case happening to choose Inside for the Section Position, meaning that the chosen diameter actually represents the outer diameter of the coil (the coil being located "inside" of that). So to be able to use the diameter parameter for my later cylinder, I then created a sketch and did Include 3d Geometry of one of the outer edges of the coil. The coil visibility can then be indefinitely turned off.
Next I created two identical profiles, with each having a corner defined by a point that was an Intersect of the helix curve, and the latter being driven by the dimensions of the former. I chose to have the latter profile located 180 degrees around the helix from the former. I then did a Model Loft using these two profiles and the helix path as a rail. As seen in a below test "slicing" sketch, the resulting loft has very good accuracy/consistency.

There is a slight deviation on the bottom, and if this is for some reason too much, one can simply have the first and second profile closer than 180 degrees (I suppose a two rail sweep would come in handy here), being sure to define both on Construction planes that are either the original XY, YZ, or XZ planes, or a Plane at an Angle that is rotated about either the x, y or z axis. This will insure resulting profile sketch axises are all parallel. I first tried using Plane along Path construction planes along the helix, but noted the resulting sketches can have subtle unexpected rotations of their axises, resulting in subtle loft twisting.
Once the section of loft thread is made, it can be copied and pasted repeatedly and the Align or Joint (rigid) command used to quickly bring the thread sections together, the latter accommodating parametric changes to the original coil helix curve (I moved the original thread section into a new component so it could be copied and joints then made between components).
To get your sculpted thread end, I made the first thread section be a loft in the Sculpt environment, which then allows subsequent moving of the loft end inwards.

I've attached the .f3d, but of course this is just an example and there are an infinite variety of variations to the specific steps I took.
Let me know if you have any more questions!
Jesse