Barbell - Lathe: Facing, Knurling, Tapping
Sleeves: Face off 200 thou (0.2”) horizontally, use the parting tool, reposition part, face longitudinally, tap a 4-40 threaded hole
Shaft: Face longitudinally, tap a 4-40 threaded hole, add knurling (a lot of practice and reading from an engineering textbook).