First thank you for you help! I stop by the (2) big stores ,tonight on the way home. Not 6-32, its a finer thread. Tried to match the screw up with the gauge on display, came up empty. Definitely not metric, it fits into the 6-32 slot, but the threads aren't the same.
I live & work in NYC, I'll have to try a lamp store or old time hardware stores that I know! It's either 6-36 or 6-40 thread.