When you're trying to make a thread sleeve cnc, you don't want your threads to get caught up in the parts. But even if you did, it would be hard to remove those threads from the arbor after they're in there. That's why you need a sleeve for your thread spindle so that you don't have to worry about removing it ever again. So just follow these steps and see what happens
1) Cut your sleeve to the desired length. The longer your sleeve is, the more room there is for your threads and the less likely they are to get caught up in whatever part you're cutting out of. If you cut your sleeve too short, then your threads will be too close together and they'll be difficult to move around inside the part without getting caught up on something or having them break off at some point during their journey through the part
2) Glue or clamp down one end of the sleeve in order to hold it in place while you work on it later on. This will prevent it from slipping around while you're working with it later on when things get more complicated than just gluing or clamping down one end of it where there shouldn't be anything holding
cnc lathe turning thread sleeve