Are there any non-static (ESD safe) materials to print with?
Yes there are ESD Compatible filament materials.  One manufacturer is 3dxtech.
There are also filament materials that are even more conductive than that.
Pretty much all rigid filaments can "take screws".  You can either have a hole that and let the screw self thread or tap the threads into the hole.  A better option is often to press a threaded insert into a hole.
The bigger question is why do you need this?  Are you trying to prevent ESD.  If so, why, are there ESD sensitive components?  If so, just make sure proper spacing is provided.  If you are trying to manage electrical emissions/susceptibility, there might be better solutions such as a coating.