Glad you are with us and having fun.
If I understand you correctly ... you threaded the keeper 2-56 but not the rod.
So the fit is not a threaded. That's probably okay, the fit needs tight enough so it doesn't move during heating. You want a .002 -.004" clearance for the melted solder to flow around the threads. In this application a little will go a long way doesn't even have to be all around the thread ... low forces. Let gravity do the work by placing a small piece of solder on the flat surface (not at at rod junction), with the keeper up in the air and the torch at the junction of the rod/keeper. (maybe a picture would help this description
The important part of the soldering is cleaning. I would not use acetylene ... just too hot especially with these small parts ... burns the flux off before the pieces are at the proper melting temperature. I use Mapp gas.
Try some sample like parts before using the good ones, so you can get some practice.
If needed I can solder mine or the groups.
Hope this helps ... can go into more detail in needed.
I will look into the o-ring and get back to you later today.
I would use the #38 drill at a depth of .375" then tap 5-40 at a depth of about .12 or so. The builder can decide what style exhaust they want.