i threaded my old hub when i did a skid and ripped the lockring off. ran it without a lockring for about a month and never had an issue... loctite + rotafix + riding up some big hills worked fine..
didnt skid on it tho. but i didnt wind it off once.
also, a sprocket and a lockring on the same thread in the same direction should work without a problem. as long as the lockring is done up to a different torque to the sprocket.
I've used double nuts on heaps of stuff for cars (mainly on turbo exhaust manifolds where the vibrations are high) where one nut would rattle off by itself, but with 2 nuts worked fine.
obviously a reverse thread is ideal.