In most cases you are only going to put 5 to 10 turns on a stud
So if it is not quite strait it does not matter all that much
One of the things I have been meaning to get for the past 25 years is a tail stock die holder but like Hammer. if it has to be very strait then is it die on the drill table & shaft in the drill press chuck
A 10 kg weight hanging off the quill feed while I work the quill pulley back & forth with both hands
If it has to be a very long thread like on some of the crankshaft end float tools I have made then it is start in the drill press the transfer to a vice .
If you really want to be keen then you can fit a pair of brickies line spirit levels to the die holder arms to make sure it is square
this is what they used at my high school to teach us how to thread square
