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Very long 11BA bolts would fit all the way through the inner piece and could be tightened against it without interfering with movement but I don't know if such a thing is available or how much it would cost....
Our very own talisman (Clyde model boats) and Squires tools sell individual taps and dies. Running a thread onto 2mm brass is very easy. I thread all my own rod and have never had a problem. (make sure if you buy a die that it is a split die designed to cut a thread from scratch and NOT a die intended to clean up a damaged thread. These are often sold as 'die sets' but are virtually useless)Just my 2 pennorth!All the beststuart
I never suggested putting a thread on piano wire - The ORIGINAL idea was to use brass.Stuart