RE: die size for 2-56 rod
The reasons they roll the threads on those rods are,
the rolling process introduces compressive residual stress in the threads, increasing the strength / making them less likely to break at the threads, and
the OD of the rolled threads is larger than the rod, allowing the use of a larger, standard size threaded clevis.
Cutting threads on a rod like that will add stress risers (notches) which are less sturdy than the bare rod, and the thread size will be very small, not a standard size.
There are lightweight carbon fiber rods available, if you're trying to save weight. If not, best to use something standard.
For small models, it is completely all right to use "L" bends at the ends of the rod, or "Z" bends. A wide "Z" bend is usually placed in the middle of the rod somewhere, to allow length adjustment.
Best wishes,
Dave Olson