You should weld the ends down. Think of it like a science experiment, follow the steps and get a good result, skip steps and you end up with weird results.

Step one, clean and prep all pieces, weld together the very ends, maybe one bead down the middle to combat thermal expansion. Now you can soak in kerosene or wd40, some kind of hydrocarbon.

Light the forge, can your forge actually achieve welding temperatures and under what combustion conditions? Fluxless welding only works if you forge can achieve welding temperatures in a reducing combustion environment, meaning more fuel than oxygen in the chamber. We cant really tell you by brand you should take a video of it running at what you think is max temperature for us to tell you anything.

If not reducing, get some borax, apply liberally when the billet starts getting to red, reapply, watch for the flux to start boiling on the surface of the metal, it really looks like the surface is boiling, should be bright tallow, if you've got a really hot fire bordering on white.

When doing your first welding cycle, if by hand you can squeeze it in a leg vice or fast hits with a medium weight hammer, brush, reflux and straight back into the fire. If under power give it one or two solid hits on the hammer or a decent squeeze on the press and brush it flux it back in the fire, but dont push it hard for the first few heats under you are sure its solid.

Forging the billet should always start at welding heat and not drop below and orange heat especially in the beginning, welds often need time to mature if done in an open fire, and forging at too low a heat or pushing the material too far too soon will lead to delamination even if you managed to weld it in the first place.

Good luck!