Random thoughts.
How many do you need?
Buying a lathe and setting up a to make just one set is a very expensive way of going about it.
Getting the work done by a professional would seem to the better way of going about it, probably a better quality job, with liability resting with the machinist rather than you.
If for just one car, then you will need two with Right Hand threads, and two with Left Hand threads.
They are intended to retain the the wheels. The quality needs to be be good. Having a wheel come off at 30 mph would b, at least, frightening. At 70 mph, it might be fatal!
Since it is a safety critical item, it doesn't seem the sort of job for a newbie to take on.
You need to be certain of the quality of the material, and of the workmanship.
Most certainly not, if quantity production is envisaged. You are taking responsibility for someone else's life.
I doubt if any Insurance company would cover an amateur for such work
If your work fails!!!!!!!!!!!!!
Howard