They always say there is more than one way to skin a cat.
About 3 ways that I can think of to cut a double lead thread, it depends what double lead thread you are cutting, also internal or external.
The classic method is to index with the change gears, as in marking gear on headstock, rotating spindle 180 and remeshing at correct point. Some lathes have a set of divions on end of spindle and a gear disconnector for this purpose, others one must count teeth and mark.
Some double lead threads can be cut by using the thread chasing dial, this works on quite often.
If you are working between centers you can index the drive dog. If you mount center in 4 jaw chuck you can index a 2 lead of a 4. Want to cut a triple lead, use a three jaw chuck and index against the 3 jaws. Kinda hard to cut internals between centers, but there is another method for internals and a 4 jaw, if you have a shoulder to control chucking depth, one can accurately scribe indexing marks on part and locate in relationship with the chuck jaws.
Whoops I think I count 4.
Easiest and quickest way is splitting it up with the chasing dial, if possible.
What pitch are you wanting to cut, and what is your leadscrew pitch. I'll try to explain if and how it works.