A stock nut not fitting on the Weeden screws seem strange, as the nominal major diameter for a 6-32 male thread is .138", so that both of the dimensions that you list for the Weeden screws are within nominal tolerance for a 6-32 Unified Coarse Thread. Not surprised that a brass bolt of probably newer manufacture would be even smaller as it makes looser tolerances still work. From your description so far I would suspect the nut is under tolerance or has a burr or may even be a bit cross-threaded.
Are you sure those are threaded 6-32 and not 6-40 Unified Fine Thread?