I happen to I have a lot of practical experience with 3D printed screws and nuts like these...
File comment: 3D printed screws built in SLA (left), FDM (center), and LOM (right).
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In my experience screw threads work best in plotter-type 3D printing processes because they manufacture continuous, smoothly-curved outlines, and the screw axis should be perpendicular to the build plane for optimal results. Examples are SLA (stereolithography), FDM (fused deposition modeling), and LOM (laminated object manufacturing). Shapeways
does not offer any of these processes and does not allow you to specify build orientation.
The White Strong & Flexible material is sintered via a galvo laser in a rasterized pattern. In other words, each layer is scanned onto the surface like TV pixels, not traced like a plotter. More troublingly, the material shrinks after production. (The software tries to compensate for anticipated shrinkage, but there's still some distortion.)