I'm still undecided. It can be machined from solid, I'd start with a piece of 5/8 x 1" x 1 1/16" long bronze or gunmetal and with some careful setting up it can be machined as a solid. Getting a piece of 3/4" square is easier and drilling then silver soldering the pins in is easy enough.
I have looked at FleaBay and 3/8" LH Whitworth taps and dies are readily available and not too bad a cost, but as it would likely be a one off use I would seriously consider machining the threads and I already have the correct HSS tool bit. Hardest part would be holding it after soldering the pins as there isn't a lot to grip. That would be a very good reason to machine from solid and turn the pins after cutting the thread,
I have a while before the decision is required so I can ponder it for a while.
Thanks for all the replies which have given me food for thought.