I`ll have them posted as an edit to this response over the next day or so.
This particular headset was branded with the Giant name but was manufactured by Tien Hsin and incorperates their `double lock` feature.
What you`re trying to do isn`t unheard of, in fact if you look at the Ahead website, they are currently marketing a modular system that will let a combination of components be used with either a threaded or unthreaded fork. The problem is - you don`t have an Ahead headset so you`re left scrambling looking for compatible parts to make what you do have do something it was never intended to do.
With the photos and manufacturer`s name, it should be possible to get what you need to do the job.
As a reference, Zoom also offers conversion stems for threaded forks to let you use steering stems and bars intended for threadless systems. They`re solid - I`m driving a machine with one on a BMX with cromoly bars and there`s no flex.

OK thats both sides of the locking nut showing the two grub screws. That's a stock configuration. The hanger underneath is just for canti brakes.