That screw probably is threaded to Whitworth specifications, a system peculiar to Great Britain before they converted to the Metric System.
It is quite unlikely that you would find a Whitworth screw here in the US, or even Whitworth taps and dies. You might try a gunsmith or parts house in Britain, if there are any left. Ask Google for leads, and you might get lucky.
One of the "features" of the Whitworth System is that the form of a Whitworth screw's threads does not resist vibration well, and it tends to come undone.
Back in the day, those of us involved with sports cars said that, "if you own a British car, you should purchase the accessory lock-washer kit," "you should go around the car on a weekly basis, tightening up all those Whitworth screws," and "every part that fell off onto the street was built with impeccable British engineering."
I once owned an Enfield like yours. It was a nice, comfortable pistol which fired a cartridge a little less powerful than what I felt to be useful. There was a very cleverly designed conversion kit which temporarily made the revolver into a .22 LR rimfire by replacing its cylinder and lining its barrel. The conversion took all of five minutes to install or remove, and it was acceptably accurate even though the fired bullet transitioned from cylinder to barrel liner at an angle (to accommodate the rimfire cartridge to the centerfire hammer).