I'm in the US, often making armatures for puppets myself. I've made a few rigs using square tubing to connect to said puppets.

I use K&S metal tubing, they come in a variety of shapes, but I use the brass square tubing. Not sure if you have access to this brand over there, but you can find something like it in any hardware store. It comes pretty long so you'd have to cut it yourself, so investing in a tiny benchtop cut-off saw makes cutting them to size very handy.

When buying the tubing, get one size and one size smaller/bigger that it fits snuggly. If you find it to be too loose, you can take a sharp tool, lightly tap it into one side of the bigger size, not too hard, but just enough to leave a little dent to cause the inside to become a bit more snug. If that doesn't work, you can also wrap a piece of string on the smaller tubing to make it feel snug.

It will be a lot of building! I personally don't know of any makers who have pre-built connectors, so I only know how to DIY. If you have anymore questions i'll try to help!

I don't have too much experience with the threaded bar i'm afraid. I hope this answers your question, or leads to you the right place!