The CAESAR II fatigue file (defining stress AMPLITUDE versus Cycles) will double the stress value if used in the thermal stress range case. In harmonic analysis, the value used will not be doubled as we are calculating an amplitude there.
If you wish to incorporate a stress concentration factor, that's up to you. I would agree that doubling the SIFs used in B31.3 would better approximate the stress to be used in a more detailed fatigue evaluation.
If I'mnot confusing enough, let me add that one way you can accommodate this SIF increase is to cut the stress allowed in half, instead. You can do this in the FAT file by doubling the stress multiplier in that file.
Give it a try.