Remember what Mister Rogers said and LOOK CAREFULLY. Then you will observe that the water leaking from the shower head is not coming from the threads, it's coming from a split plastic washer in the ball joint.
@stelepami I am good at showerhead plumbing if you want another set of eyes on it.
@advicepig
I mostly want to have all of the parts I need. If I am correct and the plastic washer should not be split the way it is, the diagnosis is achieved but I still need treatment.