Does anyone know what this part is called? Description below.?

No clue, from your description.

Go to Home Depot, to the hardware department, and wave your hands around while you ask this question to an associate. Then tell us what it is called, if you find out.

Update:

Oh, I make things like that out of aluminum for my own projects.

Your sample has serrated teeth, and it mounts one rod to another rod.

There is more than one way to do that, depending on how much weight and leverage the rods have upon each other.

Too bad you're on the other side of the planet. I could make you one, for a small fee.

Because you mention lamp, have a look at one of these in the nearby electrical department. Cost $2 to $4.

http://m.homedepot.com/p/Weatherproof-Par-Lamphold...

On this one, they call it a "locking swivel knuckle":

https://www.fastenal.com/products/details/0703577

So use "locking swivel knuckle" in your search engine, and you'll see all kinds of related joints.

It's a type of "lock washer". Most lock washers are merely cut and slightly twisted to create a section of coil spring, This type uses friction to prevent the washer from backing off because of the "teeth".

Locking washer/Serrated washer/spring washer will all do what you want. If it's a nut AND bolt you can also buy a locking nut which resists forces which might loosen it.

While I have seen it, it was only on equipment that needed it.

It sounds like you're describing a nord lock washer. If that's not it I'll check back, feel free to leave me comment