Rather a lot depends upon the application.
Is the bolt a static structural joint, or is it subjected to rapid cyclic stress and therefore metal fatigue ?
It is why there are so many different types and grades of bolts made. The aerospace people go into all this in very great depth.
The actual bolt is never really the problem. First comes the correct design of the joint itself, then selecting a suitable type and grade of bolt, then correct installation.
I doubt very much if you can isolate all bolt failures into a single category and compute cost to industry.
For instance the aircraft industry are absolutely fanatical about threaded fasteners and therefore have very few failures.
Home handymen have bolts bend, strip, or come loose all the time, but that is not the fault of the bolt, so you cannot say the bolt itself actually failed.