As an Old Machinist, it is most likely your best option will be to Start From Scratch. "If" you are fortunate enough that the thread is a standard then you can likely just find or make the nut, but many gun screws are not standard.
Not all US lathes will cut metric threads as they normally have English lead screws. "If" you have some change gears which include a 127 tooth gear then metrics can be cut. Unless the lathe has a metric lead screw though you cannot use the half nut to disengage & re-engage the tool for chasing. At the end of the thread, the tool has to be backed out, lathe reversed & allowed to feed back to the start It then can be fed in for the next cut & re-started forward.
For the most part, small threads are better cut with taps & dies, but these can get expensive for a one-off project.
Some of the small bench lathes such as the old Atlas (Craftsman), South Bend etc will cut metric threads by use of a 64 tooth gear. This is not absolutely correct but unless you have an extremely long length of engagement the slight error can normally be ignored.