Making a clamp turned out being a bigger PIA than I wanted. The dimensions are small and I'm not that good of a machinist. I didn't come up with a design that looked ok - and I could make. Due to a system update issue, FreeCAD was inop a day, adding to the frustration. Couldn't open the app, or view any of my CAD files. That all got resolved this morning.
So, I stripped off the steel wire (which was on there really tightly) and butted the flange and connector together and used some self fusing rubber tape. The rubber is stretchy and went into the narrower diameter parts with ease. In a day or two all of the rubber will fuse together and form a solid seal. Good enough for now. If I have to revisit it, then I will make a real clamp.
While I was in the shop, fooling around with tape, I clamped a 123 block to my saddle and sandwiched a second 123 block between the first one and the cross slide. I set the cross slide to zero. Then I removed the 123 block and turned the cross slide until it firmly touched the clamped 123 block. The X DRO measured 2.0000", or the length of the 123 block. (I had previously measured it.) The basic calibration factor I used seems to be fine. I suppose I should do this test with a DTI, for confirmation, but things seem pretty close.
The only disappointment is, I am missing about 3/16" of outwards travel on the scale. I'm not quite sure how that happened. Seemed to have made a mistake along the way, I guess. First time I've done anything like fitting DRO's, so I am grateful it is at least close.
Still, it's worlds better being able to measure to the 1um or 0.00004" than what I had before which was 0.001". Whether it matters in practice, we shall see. The DRO scale won't replace a micrometer - that's for sure.