Houghy, Do you have a machine shop nearby? If so, then they will have a 'Thread Gauge' which will tell you what it is. I have a vague notion that the thread in question may turn out to be 8mm x 32 pitch. A fairly fine thread. Best to check out the M/C shop.
L.
ps. The reasoning behind this, is that my 'SLOT CAR' spur gears, made in America, all have a grub screw. The 'tap' for them is marked as 4-40. This equates to 4mm x 40 TPI. Just a thought. They do use weird threads tho! L.