In one aspect of the invention a valve that operates in association with a downhole screen is threaded into the wall of a base pipe after being inserted through a saddle. When the valve body is threaded in, the engagement into the wall threads in the base pipe acts as a sealing force on a ring seal between the saddle and the base pipe and between the valve body and the saddle. The valve itself can be outfitted with a cover with openings that can be integral or removable and disposed at the end of the valve that is innermost to the base pipe. Preferably a series of elongated slots are used that can catch slurry if the well is to be killed while allowing subsequent production to drive the accumulated solids from well killing back into the base pipe. Another feature places the valve in a base pipe opening under a cylindrical screen section to reduce assembly time and cost of constructing an adjacent housing to one side of the cylindrical screen section to accommodate the valve.