I would say that using JB Weld to glue a peice of threaded rod into a brass tube would be fine. The key to success would be to make sure the pieces are as clean as you can get them using acetone. The next is surface prep, you need to get any oxides off the materials. Sanding with 320 on the bonding surfaces would take care of this followed by bonding the parts within a couple hours. The big part of the equation would be to cure at an elevated temp. This will increase the strength of any epoxy and will help stabilize the CTE that Bob mentions. At 150 degrees slow cure JB Weld will be fully cured in one hour. Hysol makes some products designed to bond metals to composite structures, another option.
FYI soldering is going to be more difficult then you think. The tricky part is going to getting the two very different materials to the same temp. This is necessary to get good solder flow. All electronic barrel type solder connectors have weep holes so you can see the volume of solder that flows into the barrel. We also use a resistance type soldering tweezer to apply heat as it will apply the heat on both sides. Very tricky with just an iron without overheating. Pre tinning both parts makes good sense then simply re flow the barrel and slide the threaded rod in,make sure you get re flow of all solder and then remove heat. Everything has options.