I am currently nearing the end of a build and went to my local hobby store to buy some couplers to finish the build. As everyone knows small parts, such as couplers, can be expensive. So whenever I get a chance I turn to Hobbyking both to save some money and buy in bulk. I have looked on their website at couplers and was confused by the numbers. I am looking for 4-40 couplers but all I found were threaded couplers that the size given was M2x20MM? I get that a 4-40 push rod is thicker than a 2-56 so what up with HK discription? Is the 4-40, 2-56 an imperial measurement and the M2x20MM metric?

With the 4-40, 2-56, etc, this is, as you guessed, an imperial size with the first number being the wire size, the second being the threads per inch. Therefore, a 4-40 is a 4 guage wire with 40 threads per inch cut/formed into it.
With the M2X20MM, it's metric sized with a 2mm diameter that's 20mm long. With small fittings like this, there isn't a thread count designator as they are all a standard thread. With larger fittings, the thread count is indicated with a "-X" after the diameter, the "X" being the distance between threads measured in millimeters.

No such requirement on the signature.

You're right, I was thinking of another forum that does have that requirement. I deleted that from the post