It's typical to refer to "in" and "out" sockets and bolts as the, uh, biologically-inspired terms "female" and "male", respectively. So, the thing you are looking for is called either a male-to-male adapter or a male-to-female converter — same thing with two different names based on two different ways of looking at the problem.

The tripod thread is standardized, with 1/4"–20 typical for tripods and 3/8"–16 often used for lighting equipment. The 3/8" stud is also usually used to connect tripod legs to tripod heads, so if your accessory happens to be basically a tripod head itself, you might want to connect that way. (I don't know if your tripod has a removable head, but this may be useful to others in a similar situation.)

Assuming both devices have the same tripod thread, a male-to-male adapter like this one will do the trick. Or, if you need to convert between 1/4"–20 and 3/8"–16, there are plenty of double-ended adapters like this one which provide that. These are all cheap enough that if you're not sure, you could just buy them and experiment.

There's also a small chance that your action camera has some weird idiosyncratic connector made for some other thing that same company sells. But this seems unlikely.