Hi Mike, is it possible for you to post the model?

The way those beveled surfaces just come together and touch at a single sharp point is probably difficult for the filleter to handle, the fillets there are going to kind of evaporate away as they approach the sharp place there.

You could try setting up some large cone object around the outside of the nut and doing a boolean intersection on it to carve away a little bit more material to make the beveled regions actually connected with one another instead of touching at a single point - that would probably then make things easier on the filleter.

If you're able to post the model file I would be able to more easily show you what I mean by that.

- Michael