This is a simple nut that's trapped on a double headed bolt. I designed this in Fusion 360 with a 0.5-0.6mm tolerance.
I included a small test part and both F3D files along with the actual trapped nut STL file.
Print supports only under the nut, don't print it in the threads unless you're using dissolvable filament for the supports.
On my screenshot of Cura, the grey boxes are support blocker. I enabled support everywhere, with a Concentric pattern, 0° overhang angle, 0.3mm Z distance, Support Interface enabled, and a 0.6mm Interface thickness. Use support blocker to block out the threads and anywhere else other than under the nut where there's supports.
How to Make:
Print test part first so you know the bolt fits.
Print full bolt.
There is no Step 4, you're done!