Electro-Mechanical Connection: from screw straight up to electrical-wire?
You are likely to get some good ideas here -  all images connect to a related webpage.

Something like these adapters  would allow you to connect two threaded studs together which should meet your need. 



This arrangement is similar - tube with both ends threaded. 

Something like this can have the cable from above entering from the opposite end to the stud (black as shown here, but with an end that is wider than the exit hole so it cannot escape. The stud is screwed in from the other and and tightens against the broad end of the cable.



Items like these and like these are not suitable directly but may give ideas.