I have never had the end of the thread at the chuck side to be more tight. This could be the result of the tool is moving away from the stock. The tool pressure can be quit high when doing threading. I can imagine, the tool pressure could be large enough to:If the tenon has no taper, then threads shouldn't be tapered, again unless something is moving.
- turn the cross slide spindle slightly when threading. Lock the cross slide during threading and check the position of the dial before and after the threading pass.
- push the tool back in the tool holder. Put a dial indicator at the back of the part (so it won't get in the way) and check the tool position before and after threading.
- rotates the tool holder (I am not familiar with your tool holder) if the top clamping nut is not tight enough. Put a dial indicator at the back of the part (so it won't get in the way) and check the tool position before and after threading.
Normally you only check the horizontal alignment of the head stock using a thick bar. If the head stock is pointing upwards or downwards you could get strange results when doing coarse threading. Check the vertical alignment of the head stock the same way you did when checking the horizontal alignment. Just put the indicator at the top of the bar.
I am very curious about the actual cause. I hope you figure it out.