Cosmetic thread is missing

That button is missing in mine as well, so you are not alone.

Cosmetic threads are automatically brought into a drawing, They show up as a circle made from a dashed line, just make sure that you've turned on the option to apply a cosmetic thread if you are using the Hole Wizard feature.

I did a test drawing, and even newly inserted cosmetic threads automatically show up in an existing drawing (I created the cosmetic thread with just the annotations tool this time) without the need to update the drawing, or use the insert model items tool.

I do that also , but sometimes it appers and some times not

Especiouly for the internal thread