rolled threads for screw shells

[Toolmaker51]

They are die-formed; unless a large quantity is needed, this is a time, equipment and labor intensive endeavor. It's possible there are commercially made versions.
Are threads a requirement in your design? There are many simple and light weight alternatives; cervical springs, ball-lock, detents, straight ferrules [fishing rod], lug pins, quarter turn fasteners [like Dzus], bayonet fittings, interlocking flats with collars...