There are a couple of ways you could approach this. (I don’t have access to a Windows version at the moment, so I can’t give you specific instructions, but I hope this overview will help.)
Basically, you’ve got three types of meta-data available: labels, statuses and keywords, each of which are customizable, and each of which has its own uses. You can use them in combination.
For example, you could create five new labels (Thread 1, Thread 2 etc) and apply the relevant one to each scene as appropriate. That label colour can be set to mark the titles in the Binder, Outliner and Corkboard, so for example, you can see at a glance by their colours how the threads ebb and flow across the whole document. You can also search for labels of a certain type, so that you can pull all Thread 3 documents together and read them as one virtual document.
You could create statuses to do the same thing, but you’d lose the visual element because you can’t assign a colour to a status.
You can’t have more than one status or more than one label per document, but you can have more than one Keyword. Create a Keyword for each thread that applies to a scene – e.g. a scene where Thread1, Thread2 and Thread3 intersect would have the keywords Thread1, Thread2, Thread3.
Then if you do a Project Search (with the filters ‘Keyword’ and ‘All Words’ set) for ‘Thread1 Thread2 Thread3’, this will pull out the relevant scenes.
It’s not just for threads, of course: you could also use statuses or labels for POV, for example.
You can change the Outline view to include all these fields, so you can see which status, label and keywords apply to each document. You can also view and edit the synopsis in the Outliner and move documents around in it – it’s actually more flexible than the cork board, just not as visual.
When you combine the above with collections, you have the ability to have many views on your document, allowing you to manage both the detail and the overview.
Of course, this is just a quick overview and there are a few wrinkles to be aware of – it’s very flexible, so it can get a bit complex. But you don’t have to do it all at once…
If you haven’t done the tutorial, do try it. It’ll take less than an hour and it will give you an overview of what’s possible.