Weird, maybe you have to use an ActivityPub server to complete the lookup?

I was testing it with curl because my self-hosted Mastodon server doesn’t find it.

Edit: alternatively, try doing a Webfinger lookup for @[email protected] directly?

The leading @ is incorrect for a webfinger account lookup.

$ curl https://threads.net/.well-known/webfinger?resource=acct:@[email protected]

{"success":false,"error":"Not found"}