ok pedro,
from that description it sounds like what we call a 'metal locknut' where the threads in the locking section are either 'out of round' or distorted
or a cut or several is put into the locking part and the that part of the nut is closed a bit so the threaded bit bites.
metal locknuts are primarily used in high temp applications
if you can screw the nut on past the locking part, unscrew it and chuck it. [away]

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