There is no automated way to transfer threads from one site to the other.
In your case though, there may be a way around. But only if you are going to create a new site. After creating the new site, copy all directories from your current site to the new site (excluding the /exec directory). Then remove all threads in the new site that you want to keep in the current site and remove all threads in the current site that you want to transfer to the new site.
However: if the ‘other’ site is an existing site where you want to transfer threads to, then you need to manually add them. No other way to do this, as far as I know.
Zuyderland Medisch Centrum; Heerlen/Sittard; The Netherlands