Here is a muzzle loading rifle barrel that was drilled, then a bronze sleeve was inserted to hook up the
shifter linkage when forwards were installed on a 1979 Roadster ¹⁾

Here is a shifter link made from (304) stainless steel. ^{2) 3)}
You can cut the threads by hand (or even better on a lathe).
Be sure to buy more length than you need to practice on.
Stainless is not easy to thread, especially by hand.
If you're going to cut threads in stainless steel, even the 'free machining' 303 grade, you want some fairly good quality dies.

Homemade stainless steel shifter linkage. 4)