mine has the same mirror and it is threaded.. std right hand thread. i advise putting some penetrating oil on it first. my knob was broken so i had to drill and re-thread it. the new replacement knob was threaded too.
Here are the Ford instructions to drill out and replace the knob. It has details on drill bit size and hole depth etc. if you have a broken adjustment knob on you LH remote mirror, you can drill out the old broken shaft and get a repro or look for the Ford repair and replacement mirror knob kit (D6AZ-17B718-A).