I hate brake problems..!
"Zero" pedal feel does not indicate a small leak. Look under the car for evidence of brake fluid.
No pedal feel sounds more like a problem at the master cylinder.
1st, repair the leaky line, then go back to basics. Start at the "top", and work your way down. Check the fluid reservoirs to see if they are empty, and maybe bleed the master cylinder. Then bleed the brakes in order, looking for leaks as you go. It's best if you have a helper or a pressure bleeder, so you can watch what's happening at each brake.
To your last question, it is possible to tap new threads, providing you have the correct tools and the threads are no too deformed. The "seal" is not made by the threads though, but is a valve seal at the end of the bleed screw. Take one all the way out and you will see what I mean. It's also possible that you have some dirt in the metal-metal seal area on the brake/bleeder, which can cause a leak as well.
Good Luck!
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