Electrophoretic or galvanised, the problem is the same with all these finishes - the chassis is drilled after the coating is applied, and unless the cut edges are treated in some way, you will get rust starting where the bare steel is exposed.
The 'best'* way to do it, of course, is to assemble the complete car first, then strip it and paint/coat/galvanise everything once it's been drilled.
*Best in every way apart from cost of course - you'd be effectively having to pay for the car to be built twice.