I have never in my almost 30 years of service heard of a left hand threaded thermocouple. I would call the manufacturer of the water heater and have them rush one to you. I am assuming that you have called every plumbing supply house in the area if you haven't then I would. And finally if you can't find one then call a plumber and have a new water heater installed. It will cost you to get it installed on a priority bases but it sounds like it's going to be a toss up between paying the operators and closing or paying the plumber.
I hope this answer helps you in making a decision regarding the repair of your appliance.
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So calling the plumber seems to have gotten you a solution to your problem. I am so glad that at least some of my answer was helpful to you. On the bright side you won't have to close down and pay all the operators for nothing. I am always happy when something gets resolved. It also looks like a couple of my colleagues agree with my answer to you so that should make you feel somewhat satisfied with the outcome. We hope that you were satisfied with your experience here at Just Answer. If you do feel that your issue was resolved and the outcome positive then I invite you to click on the GREEN ACCEPT BUTTON. This will allow me to get paid for the time spent on your answer and will acknowledge the I have made a positive contribution answering your question.