I was looking at doing that when (I think it was Dave Waterworth) asked why I want to do that.
If you put a drill holder on your cross-slide (mine is quite a long one), you can drill using the power feed on the cross slide, which saves you the problem of motorising the tailstock. I am putting a second "homing" switch, which brings the drill across to the centre-line.
The easiest way was to mount the "drill" holding block on the cross slide (with a couple of holes to locate it if you need to take it off) and then drill through with, perhaps a 20 mm drill (with the drill in the chuck so it is centred). I was then going to make a selection of drill holders to fit in it, secured by grub screws.
You can have a third axis controller - I have on my lathe - which is actualy a lathe with a milling attachment. Yes - I use "mill" when milling and "turn" when turning, but all the controls are there - they are just not shown on the "turn" screens.
You could soon add the controls for a headstock drill to "turn"
My requirements are modest - so the 500 line Gcode limit does not affect me (yet) - and I haven't found anything else that does.
I didn't know about threading - I have tried in a halfhearted way - on some brass rod - and since I have the spindle controlled, the machine seemed to go through the motions and produce a thread type pattern on the rod, but only seemed to make one pass, with no depth of cut. I didn't have time to pursue it so "put it down for another day"
If you need any help with the screen(s) give me a shout. - I might still motorise my headstock.