Yeah... I have done it, and generally do it, the hard-core old fashioned way of cutting and shaping all the pieces out
of metal.
Here's the relevant page from my 0-6-0 project that covers making the crosshead, the guides, adding the rivet detail, making
the main rod, and then attaching the main rod to the crosshead.
https://www.therailwire.net/forum/index.php?topic=37591.210Some general recommendations. I would not make the guides out of brass, because the "brass" we generally get our hands on
from K&S strip material is kind of soft. It might hold up, but I'm not sure. I would try to find some nickel silver, or nickel, or
phosphor bronze strip. Sadly, my go-to source for all that stuff, Eileen's Emporium, has gone out of business since I did this
0-6-0 project. Perhaps others can chime in with a new good source for fine strips in these other metals.
Attachments - I try to use the tiny micro bolts shown in my photo reference above, because they are in scale, and
they really look like bolts. Thankfully, a lot of that stuff has survived and is available from
https://modelmotorcars.com/collections/small-parts-hardware?page=1. They even still have bolts down to M0.5.
In your case, it looks like the crosshead has a big smooth-headed rivet holding it to the
main rod, rather than a hex-head bolt. Well, how much accuracy you want here is up to you. I think I'd put an M0.5 bolt in there.
But the scale hardware (at modelmotorcars) does have really fine rivets you could use, and then you put a tiny washer on the back
and hit it with a dot of flux and solder to hold it. You could try placing it all on a steel plate and tapping it with a jeweler's hammer
to flare it like real rivet, but I have never had much luck doing that with parts this small. I think it's easier to solder a washer back
there.
The rivet detail can be Archer rivet decals if you still have them (they are gone now). Your crosshead has a lot of small rivet
detail on it so they would do a good job if you can get them. Even better, you can still buy tiny plastic rivets for detail like this
made by MasterClub in Russia, and a quick poke around the web shows them to be still available. They make an amazing array
of super small rivet and bolt detail parts all from plastic. Their MC435023 has a head that is only 0.6mm in diameter and a shank
that is 0.3mm in diameter.
Here is one source that carries them:
https://www.super-hobby.com/catalog/Accessories-307661.html?search_keywords=spherical+rivets&search_buy_mode=full_offer&search_back_url=%2Fcatalog%2FAccessories-307661.html%3Fsearch_keywords%3Dspherical%2BrivetsSuper Hobby is in Poland.