I was wondering that exact same thing until I came across a product called ProBond Max. It works great and is readily available here in the Canadian marketplace. I picked up my bottle at my local Home Hardware store.
Gluing thermally modified wood can pose some issues. I found that the processing time needed for the glue to be absorbed into the thermally modified wood resulted in a longer cure time because the thermally modified wood has a lower moisture absorption resulting in a slower penetration rate. It does say to clamp your glue line for 1 hour but I did not follow this recommendation as I wanted to see how strong the bond held without clamping and as it was I did not need to clamp as the strength of the bond was outstanding.
I decided to use the ProBond on a recommendation of a contractor friend of mine who provided me with some thermally modified wood to build a small picture frame. After the glue had dried (24 hours) I sanded the glue line with a medium git sand paper. I did not use any screws or nails on my project as I was looking for a very clean look n the exterior of the frame and the performance of the glue allowed me to achieve this.
The thermally modified wood was easy to work with. I used a species called North American Ash. Cutting the wood was easy but I had to be careful around the edges of the frame when as the wood seemed very brittle and if not careful you would get tear out. The wood was a consisted chocolate brown color similar to Walnut but without the knots. My pieces of wood were nearly all clear and free from knots.