Were you ever able to run a non-locking nut down all the threads? If not, then it's surely the threads at fault. My original suggestion, to run a die down first and then grind/file wrench-flats on the end might not easily work because you wouldn't be able to run the die down, either, without the wrench flats (which would be my preferred solution in the final analysis, if I had to work with this particular part.)
As I recall, the cylinder and the threads were chromium plated, and I would guess they cut the threads first and then plated ...a little too much, in your case. Note that some machinist's dies have some adjustment--they have a single split and an adjustment screw and can cut (or, in your case clean up slightly oversized threads (you can cut undersized threads, but that would lessen the effect of the locking nut so, not a good idea). If it is the plating, which is quite hard, it will be **** on a die, but there would be no other way to fix this one ...somehow, you have to thread to spec, or get a new part.
If, on the other hand a non-locking nut ran down, then I would look for a new locking nut, of course ...and, in the interim, use two "jammed" nuts.