Your bored out servo arm to fit a collor may work just fine as a tailwheel steering horn. Another alternative would be to solder a piece of flat brass strap directly to the steering rod. This was very much an old school method that worked well also. But of course old school involved making your own control horns out of plywood, not much of that going on anymore
Concerning the axles anytime flat plastic or flat aluminmum gear is used the preferable axles by far are the latter type you linked anytime over just bolts. The common method to hold the wheels on are Wheel axle Collors which have a set screw. These are acceptable if you file a flat for the set screw. These days I only solder washers or old collors on the axles but you can use ordinary axle collors. You only need a collor on the inside of the wheel if a spacer is needed.
John