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A bit late now, but the whole thing appears to be made with no allowances, which means you need a very finely tuned printer for it to simply start working. You can likely break the thread in by just twisting it in with pliers, which worked for me, but only because the thread surface was very clean. It's also best to print it at a very fine quality, at the layer height of exactly 2-3 steps of your Z-axis motors. I've got an Anet A8, so taking into account the step size of the lead screws and the step of the motor, I arrived at 0.04mm raise per step, and printed the threads at 0.08mm layer height. Even then, the threads had issues. One option I can suggest is simply taking the screw and scaling it to 99% or 98% to create allowances artificially at the cost of the screw being slightly loose when not under tension.