I don't think so, because in Changes Harry learns the Leanansidhe has been protecting the Nevernever ways into his apartment. Although you may still might make a case for thresholds, I would say wards would be bypassed for sure.
It would bypass any wards that are set to go off when something crosses the boundary of your threshold (you didn't cross it, you just materialized within it), but the protection of the threshold is more of an aura, covering the area within it, not a wall around the house, so you'd still be subject to its effect (including it acting as a block against you crossing over from the nevernever).
So, we can presume from the value of Leanansidhe's Harry Dresden Garden
a) creatures *could* cross into a space with a Threshold and Wards, albeit with the standard Threshold limitations on their power (Block), and
b) The creatures that were trying to get behind Dresden's Wards via the NeverNever were probably powerful (or mortal) enough that they wouldn't have been too impacted by the Threshold limiting their powers
When the ghouls attack the warden training camp, neither of the captives speaks English. Ramirez wonders who would use such ghouls, because they wouldn't be able to blend in. Harry's response:
"Someone who doesn't have to worry about customs or border guards or witnesses or cops. Someone who takes them through the Nevernever straight here from wherever the hell they came from. How else do you think they got past the outer wards and sentries and right up to the camp?"
Ramirez says he thinks those approaches were warded too, Harry essentially says "the Nevernever is a weird place, we must have missed an approach someone else found."