I'm not 100% on this, but other than Stuarts suggestion you can do it by reversing the leadscrew with the tumble reverse. You must however mark a tooth/valley on each gear and make sure you only engage the tumble reverse on the marks, for the cut anyway. Again, the half nuts must remain engaged the whole time.
I don't know why more lathes are not made with a single tooth reversing dog clutch like the hendys and some Holbrooks have. Solves the whole metric/imp threading issue.
Ew