CrMo comes in a few forms, annealed is softest, and HTSR is harder..
HTSR = Heat Treated Stress Relieved
HTSRT is machineable , so it can probably be rolled or die-threaded.
If they were heat treated, AFTER threading, they maybe would have discoloration or scale on them, but not necessarilly..
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Back to this thread and its PO, the part you threaded is it full thread, ie near size like the others, or does it look like its missing thread?