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What do you call the bit that screws into the bulb holder that holds the light shade in place?
It's called the lampholder skirt. I think the threads are often proprietary, so you'd probably be best getting a complete pendant set (or whatever style of fitting you have). The lampholders are usually fairly knackered after a few years anyway, the last thing you want to do is hunt down the specific skirt and then crack the lampholder when you try to attach it.
Light fittings. What do you call the bit that screws into the bulb holder that holds the light shade in place? I need to replace one I lost.