Then on to the good stuff...17-4 PH.
First, you spline the ends of the shaft. We are really lucky because we have a 3 axis lathe that can do splines.
Then, you can see Sandwich made a special "driver" to drive the splined end of the axle. We turn the axle between centers then. You have to make the splines first to that you can take ANY non-concentricity out of the axle when you make it. By turning between centers, the shaft is made really concentric.
This is our war horse Haas CNC lathe. It has seen some very hard use over the years and it still holds 0.0002 inches. I am pretty impressed with it. So much so, I bought 4 of them! And several mills too.