
No jam nut???
Holy cow, do whatever you have to do so that a jam nut fits - jam nuts are a MUST! An absolute MUST! NOT LOCTITE!!!! In fact, you should be assembling the rod ends with an anti-sieze, not loctite.
This should all have been calculated into the design of the suspension; if not, send them back and insist on new ones that work - let them do the work they should have done the first time. A properly designed suspension should be able to have a nonadjustable ball joint and one adjustable one and still have enough range for adjustment UNLESS the frame is tweaked. How long has this situation existed? If this used to not be an issue and now it is, most likely your frame is tweaked (or upright - but that's a big tweak).
If it comes down to modifying the A-arms to work properly, the only answer is to shorten the A-arm so that a jam nut fits AND leaves a little more adjustment range (typically 3 or 4 threads on most cars, I don't see why a GT-40 would be any different.) I only skimmed through the other posts, but it looked like there were several variations of accomplishing that. I wouldn't bend the legs of the A-arms to do it though, you are just introducing buckling by doing that.
Whatever you do, get a jam nut on there. It's not a matter of taking out thread tolerances, it's a matter of tightening up the joint so the rod end doesn't:
1) egg the hole and make it worse
2) give you dynamically unstable geometry
3) weaken the rod end
A properly torqued fastener aids in prolonging the life of a fastener in dynamic loading. I know none of us actually torque jam nuts, but they ARE tightened and enough to a degree that will help. You will NEVER see a professional car without jam nuts. NEVER. If you do, they are not the front runners.
Sorry if this all sounds harsh, but I have no time to go back and "soften" it. Jam nuts are a MUST; there is no other way about it.
Either way, good luck with your car - you're a lot farther along than I am in terms of a beautiful sports car....