I suspect that 99% of members know this already - could be it's in their DNA - but for the remaining 1% of us who have this issue and have failed to find anything related via google, here it is:
I got two P6006 probes to go with some old 'scopes I've fixed. Chose them because they are 'of the period' and will match to the 47pF input capacitance of said 'scopes - only they didn't, in fact neither of them would adjust at all.
This style of probe is compensated by unlocking a ferrule at the 'cable' end and rotating the probe body. Took me a while to figure out how the thing was meant to work because unscrewing the body completely left me with two parts that couldn't possibly change the capacitance of anything relevant! Long story short, there is a third part that had become detached and was retained in the probe body, sitting there all innocent and looking like it was supposed to be just where it was when I peered down the hole.
This part is the tubular 'moving' plate of the capacitor, concentric with the probe's resistor and common with the cable inner conductor.
Normally it should be screwed on to the plastic end of the cable termination assembly. Use a suitable screw - M5 works, just - to reach down the barrel and grab onto the thread and pull the tube out, fasten it back on the end of the cable assembly, reassemble and bingo - a working probe.
Seems to me a small blob of something to lock the thread would be no bad thing but care would be needed to keep it away from the connection to the cable inner which is a bit of copper wire (perhaps a resistor lead?) half sunk into the plastic thread such that the tube's thread cuts into it as you screw it together, I don't know if there was supposed to be anything?
Adrian