> I have seen a carpenter bee lingering around my hives.
> Dunno where it lives.

There is one place you can check - the upper surface
inside each recessed handhold on each hive body and super.

I found a carpenter bee that had made a home in exactly
that location once.  A small amount of "sawdust" below the
hole gave her away.

> Is this a potential threat?

No. They don't even have stingers.  If a carpenter bee "bothered"
your honeybees, it would be driven off or killed in short order.

> What should I do?

Practice your "bee lining".  Carpenter bees are big enough and
slow enough to be easier to track than honeybees.

        jim