I hope this helps
There are many threaded tubes available for electrical installations such as household lamps. The sizes of the thin walled tubes vary, one that sticks in my mind being M13 in one metre lengths. Basically, you need an externally threaded conduit, many of which will be plated, though that is not essential for your needs, I would imagine. If you are using the tube for earthing, plated brass (or just plain brass) is going to be better than stainless.
If you can work out what size you need, chances are you will find something if you look in that kind of market area. Ebay, amongst others, should have something. From memory, the Pathfinder lamp shells have a plain hole, so you ought to be able to find something suitable, along with back nuts etc that you can make fit. If the lamps are to be fitted to the legshield said with no inside toolbox, there may be stretchy rubber caps available that cabling can pass through. You cut the desired hole size in them to keep it all waterproof.
You should also be able to save yourself a few bob that way, because, as we all know, anything relative to 'Lambretta' or 'Classic Automotive' means instant KERCHING! to the seller.