If you can't see which is damaged, the internal or the external threads, try running on a good nut or bolt of the same size. You might get a new nut or bolt to go on and clean up the threads a little.
You probably let the weight of the cylinder torque the end off before the last half turn of thread was cleared. If so you could grind or file off the first turn or so of thread. Look closely and you'll probably see where the thread damage is.
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