Hi Terry
Fred-dot-u is almost certainly right that the screw you have extracted from the z-axis coupler of your machine is a faulty screw that has been double threaded by mistake in more than 50 years of engineering I have never seen a twin start screw as small as that. By scaling your photo I think what it should be is an M3 by 10mm Cap head screw. You can get 6 off of these for £1.90 from makeitbuildit.co.uk plus shipping