The three inch dumbbells came from:
(work safe links)
They are pretty nice (and were cheap). They are not solid but do hold up well.
I think the threaded part of the first set of dumbbells was a type of dumbbell, but I am not sure.
I live close to a huge junk store that sells all hardware for $1 a pound...even hardened 1" bolt, etc. It is the perfect place to find homemade ideas.