We have the following issue:
We have a shaft Outside threads. The Go Gage will not "GO". However, the parts fit to the mating part AND the mating part checks "good" using Thread Plug Gage.
Use functional gages and compare to thread specification limits for both internal and external threads. Sometimes simple gages cannot identify fit problems.
As dgallup says, a go gage is checking one of the limits of permissable tolerance. It is toleranced to be up at that limit.
Real mating parts on the other hand are quite likely somewhere in the middle of their permissable tolerance range so are more forgiving of other parts being outside of their permitted tolerance range.