I used screwed-shank collets, Osborne rather than Myford, back in the day when screwed-shank cutters seemed the norm. Nowadays I use only ER collets, which I find perfectly reliable for both screwed and plain shank cutters in low powered hobby machines. I personally wouldn’t bother looking for screwed-shank collets, even if they’re available.
However, I try not to be tempted into holding end-mills / slot-drills in the three-jaw chuck if I’m milling in the lathe.