Sway bars are made from Spring Steel.
Purchase a length(min.2 metres)from Kings or someone similar.
Make yourself a pattern,i normally use heavy welding wire as it's easy to shape.
With an oxy heat your spring steel stock and gradually bend to the shape of your wire pattern,a good vice,gloves,vice grips and another person to assist and hold things also helps in the bending process,you must also heat the "outside" of your bend to avoid cracking the stock.
This all takes a bit of practice,but is very rewarding.
Once you have your shape and it fits where you want it to go,make up your end plates,i normally use 3mm plate with a series of holes for adjustability and "tuning" for more/less stiffness.
Now you have finished,take the bar back to Kings or a spring works and have them heat treat the unit in the oven.
Thats about it for the bar,now just make up your links to go between the bar and the Chassis,a spherical or rose joint at either end is highly desirable.
Cheers