Hi Brian, well you certainly got an interesting result there! :)

The main thing is if you want to use the Twist:Flat option for sweep, you've got to get your path oriented along the world Z axis direction.

Then I'd also probably move your profile shape so that it is touching the rail as well.

I've attached a version with the curves set up like that - use the Twist:Flat option in Sweep on this one and I think you'll get the result you were looking for.

If you want the threads to be in a different orientation, you can then rotate the swept result. It is on the "todo" list to make it possible to define which direction is being fixed for the flat twist option but currently it is fixed to the z axis so you need to orient your sweep initially in that direction.

- Michael