high temp thread lubrication?

Try wrapping them with plumbers teflon tape. I have used it to prevent seizing of stailess steel nuts on stainless steel bolts.

The temperatures weren that high though, but it was in live steem heat exchangers.

Not likely. For one, a pencil "lead" isn't pure graphite, for another, graphite oxidizes at much lower temperatures, especially finely pulverized graphite. I used it in a glass kiln, mixed with other stuff to keep glass from sticking to the mold. The graphite portion would be gone after a single use to say, 1200F or so.