Worst case scenario - use
Exhaust Bandage (assuming it's available in the USA).
Just wrap the stuff over the top of the leak, rather than trying to fill the threads with anything.
To re-thread the pipe, you first need a pipe threader (tool hire places should do them) - but the likely sticking point will be getting hold of the right BSPT (British Standard Pipe Thread) taps/dies.... easy enough this side of the pond, less so I guess on yours.
If you've got a local British Auto specialist, they may also be able to help.