Most of the servos I've seen have an inner thread inside the rotating axis.
I've never used it on its own before, I've always used the outer gearlike structure, jamming the supplied plastic parts onto the axis and using a very short screw to fix them.
But now I need to extend the axis a little, and putting an M3 screw into that inner thread (without plastic wheel in the middle) is just what I need. Can I do that?
Also: It goes in quite deep before hardening up and my question is if that was what the inner thread should be used for? Or should I use an M3 screw and an M3 nut to lock nut the screen into the axis.
Some servo motors have a metal cylinder with a hole. That might be M3, but that should be specified in the datasheet. Those servo motors might still have plastic gears inside.
Maybe I was not specific enough. I'm using the Parallax continuous servo and it does have a 3mm threaded hole in the axis. I was just wondering if I should tighten the M3 screw within the hole or use a nut to "lock nut" it.
I don't know.
This is the manufacturer's page: Parallax Continuous Rotation Servo - Parallax
The 3D model is available, but that does not tell me much.
I suggest that you use it in the way it is intended to use and find another way to fix the problem.
The screw is intended to hold the gear onto the splined axle.
The splines on the axle mating to the splines on inside of the gear are what prevents rotation of the gear in relation to the axle.
Your plan is not a good one even with a lock nut the rotational forces will loosen the screw.