The green mesh and the blue mesh are identical except the green one started out as a 3mm diameter cylinder and the blue one started out as a 6.5mm diameter cylinder.
I hate to say it this way because I've been making a lot of changes as I go along so it's not 100% true but basically use of the boolean modifier has been pretty much hit and miss. Every time I use it I have no idea if it will work or not.
Once I get the blue mesh to carve into any spot on the red mesh I have to get it to carve over where the green mesh has already carved and I'm certain that will be more difficult.
and this is the general idea of how the blue and green meshes fit into the red mesh:
It's from an earlier model before I was as good with blender as I am now, lol. It basically forms one of those interlocking tracks that are used to hold parts together.
Finally, here is a stripped down version of the file that contains only the three meshes in question. Thanks in advance.