I am missing the piece that holds the cable in the shifter body. Does anybody know if I can buy just that part? Are the treads standard and a could buy an inexpensive shifter and just take off this piece?
Yes you're missing a barrel adjuster. There are two common threads, and its hard to tell which yours are in the photo.
If you have a shifter on the other side, it should have the same part in the right place.
Probably looks something like this: