Make sure your rod is straight… mine wasn’t. Starting with a piece much longer than what you need will help identify the problems and in straightening (i started with a 2 foot length). Rolling it (back and forth) on a flat table (surface) you’ll quickly identify the problem. It doesn’t take much force to bend the rod opposite of the initial bend. When it’s straight (enough) it should roll across the table with no thumps or bumps as well as the sound it makes while rolling should be a continuous mono-tone.
Rolled threads are NOT precise (enough?). The next thing I did during preparing the all-thread was to “re-cut” or re-form" the threads. using a 5/16"-18 threading die I “chased” the threads. The easiest way to do this is to chuck the rod into a drill, hold the threading die in a vise (or similar), add a generous amount of oil to the rod and slowly thread it into the die. A very slow speed and maintaining 90 degrees to the die is important. The interesting observation (for me) is that as the rod was passed through the die, every few inches it would get very tight for another inch or two. My only guess is that it was from loose tolerances in the rolling mill.
De-burring… After chasing the threads, if you turn the rod between your fingers you’ll likely feel small metal burs. If you have access to a bench grinder with a soft fine brass wire wheel it seems the best choice. With the rod in the drill and the grinder running, spin the rod in the opposite rotation of the wheel, gently running the rod against the wheel it’s entire length of the chased threads until the burs are gone. Oh, and to hold the loose end of the rod I simply used one of the bearings on the end.
So after all that the coupling nut can now be spun effortlessly up and down the rod with no noticeable change in any “slop” that may have been there previously. I didn’t do anything to the coupling nut as those threads are normally cut to begin with.
Hope this may help some of you that have had or may have problems in future builds with the z axis binding.