If you do not already have one, get a copy of "Running a Regal". This is a reprint of LeBlond's manual for the "roundhead" Regal lathes in sizes up to 21". These reprints are available on eBay for about 20-15 bucks. In the manual, there are exploded views of the parts of the lathes. While these manuals do not have a step-by-step teardown/reassembly/adjustment instruction, the exploded view of the parts is helpful and can clue you as to how and where things like dowel pins, taper pins, setscrews and similar lurk.
As for change gears, I'd suggest you look at Boston Gear and Martin Gear to see if they have any off-the-shelf gears that would work for your lathe. These companies should have "open stock" lathe change gears. They will need to be bored and keyways cut, but may be a more cost effective alternative to having gears custom made.
The gear on the thread chasing dial is a "worm gear", if I am not mistaken. It will have the teeth cut on an angle to match the helix angle of the lead screw, and teeth cut to match the Acme thread profile of the lead screw. Boston Gear may have a worm gear to match up.