A couple reasons why your plan is going to fail

1.As mentioned above you will not be able to do fixed because of the stepped threads. It is possible to get around this, but it is going to take some work to find a lock ring that will fit on the threads.
2.BMX axles are typically oversized, at least the ones worth getting, to compensate for the stresses that are placed on the parts by the riders. Therefore if you were to find an axle that would fit your road bike it would be very low end and would not be worth getting/building into a wheel out of.
3. BMX parts suck. Their bearings are crap and the technology is at least 5 years behind the industry. The reason for this is anybodys guess, but I suspect it is because most BMX companies are run by some drunk in a garage welding chromoly for kids.
4. Why the hell do you want to waste money building up a bmx based whell in the first place. If i were you building that wheel I would get a white industries flip flop hup and use that as my base. But that is just me....