Thanks for attaching the photo, it helped me figure out what's going on. It appears that you're actually building the Mina Violin (which is my first violin) and not this one. Though they have interchangeable parts. But at the same time, I actually ran into the same problem as you, so I can relate.
Both my violins are based on an original neck design by Stepan Ignatovich (which was an awesome contribution to Thingiverse but does have this confusing issue). On my first violin make, I ran into the problem you are having and simply used a drill bit to solve the problem by drilling a hole a few millimeters to the side of the threaded rod (because I didn't want to waste a good print, and no one would ever see the hole under the pickup anyway). However, then I decided to improve on the design and move the hole. The new designs are a part of both violin uploads, but the Mina Violin also still contains the older one (violin_neck_part2.stl), just in case I was missing some other type of combination in the design improvement I made.
I definitely recommend just drilling a small hole to fix the problem, but do take a look at the other File in Thingiviewer to see what you really need it to be like.
The files to consult for the hole you need to drill..
...on the Annelise Violin: neck_part2_steel_rafter2.stl (Last updated: 05-01-17)
...on the Mina Violin: violin_neck_part2_better_pickup_wiring.STL (Last updated: 03-17-17)
Please note: you will likely have to mark your wires and remove the plastic plug temporarily, in order to thread it through the holes.