To do tapered threaded plugs a technique I have used is to mount an adjustable offset centre in the lathe tailstock to set the stock at the needed angle. The threads can then be cut as usual on the lathe. If you don't have an adjustable offset centre, you can offset the tailstock on many lathes, but getting it reset to centre afterwards can be tricky. A boring head as used on milling machines can be used as an adjustable centre too, if it has a Morse taper shank that fits the lathe tailstock.