There is no need to go to C3 on a machine like the X3, C5 will be nice, but you will need to talk to cnc fusion, because you cant just buy some C5 screws that will fit the existing nuts, unless you get the smae brand, then you will need to pre load it.
This can be done quite easily on a double ballnut, but if they are single nuts then you will need to use over sized balls and re ball the nuts.
If you need C3, you can get them from stock at Zap, but expect to pay real prices for them.
Adding the threading module will only be part of the problem, there are other issues with the X3 electronics that will need to be looked into.
For threading in CNC you need to interpolate between the rotary and Z axis and with the current spindle motor you cant do this.