The last two outdoor Threshold interval workouts I have pushed to my Garmin have not been set-up with the lap button functionality between intervals. The workouts in question are Gayley and Langille. There was the lap function after the warm-up, but that was it.
I had this issue with a SS workout last week(Mount Hayes -3). I reached out to support and they were going to look into it and insinuated that it should be programmed differently.