At that small diameter your tool probably has enough clearance angle natively for a 2mm pitch thread. Usually you do have to allow for helix angle, my threading tool has adjustment for it.
Might need to adjust angles on tool, contact is not great at the tip of the leading edge but trailing edge has good contact, but theres no play. Tool was probably a degree out when I set up.
If I made it properly needs another pass to get it parallel. I need more length so Im going to turn it all down to 7mm and make a split clamp to hold it.
Lathe doesnt do 4mm pitch so I need to work out what gears I need for that one. My compound graduations are rubbish and in the wrong place. I might get one of these but I think the V might be too small to be much use. It wont be any good for setting up milling... http://www.ebay.co.uk/itm/272254650845