I'm almost certain that you want 1/4", not 3/8". All of the spray tips and nozzles are 1/4" and you want to be able to disconnect the cannon and connect a spray tip.
Why would you want threads on both ends? Only one end needs threads...to screw into the cannon. Use Teflon tape to prevent leaking. Once installed, it stays. Then you just quick connect it to the wand.