It might be easiest to couple the motor to a drill chuck using a pulley arrangement. Chucks typically have a (female) Jacobs taper (JT). They mount on an arbor with a male JT (or threaded) on one side , and a Morse taper or straight shank on the other. Get a straight shank arbor and run the shank in a couple of bearings with a pulley on the shank in between the bearings. A matching pulley on the motor, a little belt / O ring, and spin away. As an additional benefit, you could adjust the speed somewhat using different sized pulleys.
I've never seen a drill chuck arbor with a hole/set-screw to slide/lock onto a shaft ... even in McMaster-Carr. I mean what ID would you bore the hole at ? It would cost more to make as it cannot be simply ground between centers, and it would have a limited market. I don't think they exist.
JMO
Dave