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I have not made my own threaded pivots, I make solid dome shaped washers with a counter sunk area that I peen the pin into. I then file and sand, the peened area till it matches the washer surface....

They are available at knife making supply houses, like USA Knife Maker, Jantz, or Texas knife makers supply. Do a search for pivots or look under folding knife parts.

Most pivots used on razors...