Lead screw protectors are not there to protect the lathe but rather the operator. The following is an extract from the Hare & Forbes site.
Exposed rotating leadscrew shafts on lathes now can be guarded with the new release of LSGC covers, the steel concertina type system is designed to reduce the risk of the operator becoming accidentally entangled with the exposed rotating shafts. The kit will set you back $550 AUD. Safety ainít cheap.
There is a very good video on YT that shows a bloke clearing the threads with a piece of string. It is so simple and works very well. Cheers Stuart 🇦🇺