Okay, figured it out. Turned out being a setting in the radio software and once I lined that up along with a virtual COM Port, it worked well.
I use com0com for virtual com ports. In there, I established several ports for use with Thetis.
In this example, COM 17/18 pair is for CW and 19/20 is for rig control.
In Thetis, I identified the port for CW use.
Next, in N3FJP, I set transmit up for the proper port. 17 was assigned in Thetis and 18 is the match pair and then assigned in N3JFP.
Now, from the main screen, I have the mini screen on so I can remember which Function key to hit. Works like a charm. Hope this helps those that may want or didn't know they could.