I've never looked at one close up but I assume the nut is just threaded normally, then the hole is bored again offset? But it then has to attach to the moving jaw or whatever loosley or free floating with some sort of spring to allow it to cam out or whatever. I'm sure there are videos of them online. I know one woodworker that I watch made something with a quick releasing nut. I forget what it was though as I haven't watched the video yet.
The quill stop & quick release knob versions should be much easier to make.