ell81 asks a complicated question, and it would help to know what he intends to mill on it. Quite likely the answer is “don’t use a drawbar – look for alternatives”.
Milling on a lathe is very restricted compared with what can be done on a milling machine. Small lathes are worse than big ones. The fundamental problem is lack of rigidity and space, so milling on a lathe is constrained to small objects and light cuts. It can also require considerable ingenuity – lack of space makes work-holding tricky. I’d go so far as to say if you can afford a milling machine and have the space, buy one!
Bearing in mind that only light milling cuts are allowed in a lathe, may be possible to hold the cutter in a 3-jaw chuck rather than a collet, and periodically check it’s still tight. Might be ‘good-enough’, depending on what ell81 is doing. Not ideal, but then neither is finding a collet chuck that fits the lathe and installing a drawbar. The drawbar isn’t a problem – a length of studding that screws into the chuck, with a nut and washer at the other end. Which collet system is another question! (I’d recommend ER32, but take note of other advice.)
Owning a milling machine made milling on my lathe obsolete, more trouble than it’s worth. Have done lathe milling though with cutters held in a 3-jaw, and in an ER32 collet chuck. Not tried it, but I have a square Stephenson’s collet block that could be mounted in a 4-jaw, again no need for a drawbar. BUT this is a lathe configured for bolt-on chucks, which run in reverse and resist vibration, removing the need for a drawbar. Lathes with screw-on chucks aren’t so versatile, so milling would be less risky with a drawbar. That said, Sparey doesn’t mention drawbars in Chapter 13 of ‘The Amateur’s Lathe’. (Highly recommended!) None shown in the pictures, one of which has a cutter held in a screw-on 3-jaw.
Dave