Just to elaborate - it isn't just the MakerFarm metal couplers that are troublesome. Many of the sources out there are the same type, and sometimes the description isn't clear. The issue is with any of the ones that have split ends - that is usually something you can see in the item picture. The problem with them is a screw is used to pull the split end of the coupler together, clamping onto the installed shaft. The one's we need would be intended for use on 5mm shafts, but due to threading tolerance our the M5 threaded rods are less than that - mine measure about 4.8mm. It can be tough to tighten the clamp end enough to grip the threaded rod, but people have done it. Some people also add a layer of foil or foil tape on the end to "thicken" the threaded rod.

The one's like AbuMaia pointed out don't have the split end. They have two set screws on each end and can easily grip the threaded rod, although it might be a fraction of a mm off centered in the coupler when it is tightened. The best compromise is to use the set screw type couplers and still add a layer of something on the rod to help keep it centered in the bore of the coupler.