Put six loops of threads together, in such a way that they cannot be separated from each other, but if any one of the loops is cut, then all threads can be separated from each other.
As example, here is a design that works for three loops.
Source of this puzzle is from a YouTube video, which contains a visual solution (spoiler). The design should be able to extend to any number of loops.
It looks quite interesting so I'm sharing it here.