Use the 4-40 rod, make a 90 degree bend at the servo end, and use the nylon quick links. The 2-56 rods will flex too much for long runs. These are perfectly strong enough for use on a trainer. If you want additional security, put a piece of fuel tubing over the connector to keep it from coming unsnapped.

To bend the rod, just use a pair of vice grips. That will give you sufficient torque to bend the wire. Support the wire along its run to prevent flexing in the middle.

If you need more quick links, hit the local hobby shop. A pack of 4 or 12 shouldn't be to expensive.

Brad