Google "densimet", it is a tungsten alloy of around 18 relative density.
At the museum, we got an American tipjet powered helicopter powered by hydrogen peroxide. It never went into production and is mainly a pile of bits.
Among the parts was a quantity of densimet bar stock, 1/2" one end and 12mm at the other. They are about a foot long. I have made boring and threading bars out of them which work very well. It mills, turns and parts off with carbide inserts and can also be tapped with hss. Some taps work and some don't, it may require a tap intended for aluminium, as it might tend to workharden.
I have made several solid carbide boring bars by silver soldering the tips of steel bars on to the shanks, but densimet can be one piece because of its machinability.