The club shafts are thin walled steel with a chrome (usually) plating. The thin walls make heat control difficult as they will overheat. Even brazing will be a challenge. Silver solder would be a better bet.
The JB Weld or epoxy is a good idea and how about using decorative wire (copper, stainless) wrapped round as added strengthening and to disguise the joint? It could add some visual features. Some small holes drilled in the shafts would help JB Weld or epoxy “penetrate” for a better bond.
As for bending the shafts, they are usually stepped not a straight taper and the thin walls mean they snap easily. A plumbers spring or a pipe bender are unlikely to work. I once had to have a snapped shaft replaced by our club pro.
The club heads would either be cast or forged steel. If cast then they may be able to be snapped and that could be used as a feature too.
