That's a parametric screw clamp, useful for joining parts. It can be used as a support for other tools, too. [[Work in progress]]
The difference between both parts lies in that: the first, screw_clamp_up, stays fixed to the rod, whereas the other one moves freely along it (the diameter of the hole is 1 mm bigger so that there is clearance). In order to fix the final position or to tighten the grip, use two hex nuts or a wing nut.
You'll need a metallic threaded rod, and some hex or wing nuts.
If you need strength, print it solidly (infill solidity ratio = 1).