Some time ago I purchased on this forum a left sided Gentry Model 98 safety. When I finally went to use it I discovered it has left hand threads. What is this for?

A left handed bolt. Zastava makes them.

Is that on all of their actions or just the left hand actions?

Just the LH ones; the threads on the bolt shroud have to be opposite the way the bolt opens. Otherwise, it wouldn't work.

Thanks, appreciate the help.