Hello Gareth
Sorry, Gareth……Can't do it!
The groove would need to be 1mm x 1mm, leaving a core of only 2mm and it would be to weak for turning
Sorry to raise your hopes, at the moment I can't think of a way round it either
You could wrap adhesive tape round with a 4mm pitch and mark the plastic rod with Indian ink, then do it again, opposite hand, but the end of the threads is not easy
Perhaps, as it is now, would be the neatest option?
Bob