The world has a lot of different standards for a lot of things, but I have never heard of a place with the default screw thread direction being opposite.
So does each language have a fun mnemonic?
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Not for screwing/unscrewing but in France we have a satire mnemonic for remembering right and left:
The right hand is the one with the thumb pointing left.
Works only if you look at the back of your hands, and obviously not useful. We use it mainly to mock someone who mix right and left
In English we’ll say, “Your other <right/left>”, depending on which direction the person is messing up.
I think that one is universal