For the material we recommend acetal plastic (Delrin or equiv.). The internal threads should be ½” maximum length.
We don’t make couplings. Most users couple directly to the stepper motor output shaft with commercially available, helical cut aluminum body couplings with set screws which work well for limited loads. I would use ¼” output shafting on the stepper and ¼” bore couplings and you won’t have to do any machining.
Any method to prevent rotation will work, mill flat(s), a keyway, pin(s), etc…