Are you sure you have described this accurately? If so you have a very interesting and mysterious case!

I have a CP2 which is near enough the same, part 264 is not brass, its steel, and the male thread is all one machined part, the 3 is the same.

You say brass threaded part? The only brass threaded part is a female brass thread, a part of the cylinder, it is supposed to be in the cylinder (and can't escape!) its not only the attachment thread to the pistol body but also holds the cylinder valve in place, and is secured in the cylinder by a locking ring, with an o ring seal between the locking ring and the part I think you are referring to, and that locking ring is some where between tight and b***y tight!

If you can find a drawing of the internals of the cylinder it will all become apparent to you how mysterious this is!

Is the locking ring still there on end of the cylinder? (it has a hex internal drive), I can't see how your brass threaded bit has escaped!!!

I'm bemused by the cylinder came off when stored!!

Have you ever taken the cylinder off since you've had it? If not I'd suspect an incredible bodge had previously been done with the cylinder miss assembled?

Interesting!!
Have Fun
Robin