mandrels
I made my first sanding mandrels from unhardened tool steel. No good... they wore out pretty quick. The next set was the same steel which I hardened myself. I left it dead hard (no temper at all) and they worked fine and still show only a little wear, but I didn't make that many cues with them. That was back in my 5/16-18 days. It's a hardware store thread so it was an easy project.
A radial thread is a different deal, harder to execute perhaps, but still within range for anyone handy with tools if you use a commercial joint screw for the male part (I mean, we all own lathes, right?), but I bought mine years ago from Tommy at TNS. They are carbide, very concentric, and probably will never wear out in my lifetime.
I have a set of tapered carbide ones on the way from Bassel in finish size just as a little treat for myself. I don't have the equipment, so I could not make them (I mean, come on..tapered Carbide!) for what he and others on this site sell them for.
Concerning having a local machine shop make them, here in N.Cal, you could never get them made for that price.