I see I left something out.
If you make threads in the epoxy by just coating the screw or bolt and casting them, you have to drill the hole in the wood oversized, so there is room for enough epoxy.

I wasn't trying to suggest putting a nut in the wood, although I've done that by bonding in a helicoil kit to get metal threads in wood. Works, but is difficult and messy and the helicoil is generally very short. Helicoils are stainless steel so you don't have to worry about corrosion.

Actually if you want metal threads and you choose the Helicoil approach, it is best to do as Bill said. Drill and tap the epoxy plug with the tap in the helicoil kit, bond in the threads, then retap the helicoil to eliminate any epoxy that leaks past the insert (it always does).