There are some materials that do not thread well.
You just have to work around that problem by substituting material that does thread well.
You can glue in a small piece of material that does thread well and try to make a feature of that material.
For example, if you are making the barrel of a fountain pen and the barrel material does not thread well to accept the nib assembly, then you could glue a ring of different material into the end of the barrel so that the nib assembly will screw into that.
You have to try to match up the materials so that the result looks nice.
In general, I would say that most epoxy materials do not thread well .... that is a known fact.
And, yes, aluminum is also difficult to thread if you are trying to cut fine threads. . There are different "grades" and alloys of aluminum which might overcome this problem but you will have to research the subject to fine out. . Some people on this forum might have enough experience with doing this that they could advise you what to do.
When you are trying to thread some awkward materials, your problems can be reduced by using the right lubricant.