I made one of these myself (well, similar, anyway), but I guess I cheated, as I didn't make it out of a single piece. I used two large diameter bolts with 1/2 of the shanks being plain, then cut off & discarded the threaded portions. I drilled out the end of one "bolt" & threaded it internally, then turned down the end of the other & threaded it externally, so the two screwed together, appearing to be a straight, plain shank with bolt heads at either end. I under cut the female end slightly, so as to end up with a really tight, seamless fit.
I then screwed them together, and threaded the outside of the shank between the bolt heads, resulting in a continuous thread with no visible seam. Took it apart one last time, threaded a nut onto it, then put it back together, nice & tight. Nut spins from one end to the other, no visible joint anywhere, and the bolt heads are clearly not added on or anything. Makes for a real head-scratcher!