How can I add a mate reference to an imported screw that has a fillet edge so that it mates nicely with a hole feature?

For example, this works fine:

But this does not work:

A screw like the example doesn't have a clean circular edge where the thread and head meet so that is not an option either.

I know I could change the geometry to make an edge that works but I'd like to avoid that. As far as I understand, the second image should work but it's not. Any ideas what's going on?

Examples attached now.