In one aspect of the invention a downhole tool string component has a segmented sleeve slideably attached over the exterior of a mandrel which is adapted for connection to an adjacent tool string component. An end of the sleeve is abutted against a shoulder element of the mandrel and an opposite end of the sleeve is axially loaded by a threaded element attached to the mandrel. The sleeve comprises at least one sleeve segment with an engagement end comprising at least one axial anti-rotation assembly adapted to transfer torque to an adjacent sleeve segment, the shoulder element, or the threaded element.