Dim memory suggests that I’ve seen instructions to make one by using the keys themselves to broach out a round hole to hex shape and securing with braze. I guess it works given appropriate care.
Not used a multiple hex key of this style but I have tried to use a similarly arranged screwdriver set when helping out off-site and depending on someone else’s tools. Bought a whole new layer to the concept of bloody stupid inconvenient thing. If it had been mine time between attempted first use and human powered orbital insertion would not have been inconveniently measured in milli seconds.
My experience with all these multiple tool thingies is that all the multiple bits get in the way when trying to use the one that fits whatever you re working on. If you must have a multiple hex keys in one tool the penknife style fold up type are merely seriously awkward.
Frankly the concept of these multiple tools saving space and keeping things to hand really doesn’t hold up.( Except, perhaps in the case of those sheet steel multiple cut out things for pedal bikes as you have neither space or weight to spare in the carry on the bike toolkit.) Objectively they take up pretty much as much room as a more sensible storage and the sticky out bits get in the way. Far better to have a nice little hard case set up like this :-

Effective space take up in the toolbox / tool drawer is about the same as the multi armed horror and you have all the sizes, both metric and imperial. Strong enough to park things on if need be and doesn’t self destruct after a few years like the ever (un)popular plastic wallets. That set in the case is maybe 40 years old so the plastic hinge has held up well, although it’s not my first line set. Just don’t get me started on the ring with springs to holds keys thingies, the guy who popularised those is well up on the list of deserving cruel and unusual punishments.
Clive