I just got 2 3-inch lengths of 2 inch f/c steel from College Engineering Supplies. Their minimum order quantity is 6 inches. Arrived very quickly, 2 days after ordering.
Why does it need to be hardened? If the thread is for fixing, few such threads are hardened. If for adjusting, then hardening will distort it so may lose accuracy (depending on how important that is. CES also stock EN8 and EN24 which are tougher, harder to machine, but could be quite adequate for the job without hardening.
As for fixing, the trouble with shrinking on is getting the dimension just right, and working fast (if you don't heat to high temperature). You start to fit the heated bit which is smaller and has lower thermal capacity, it cools a bit, sticks, and cools down more, before you know it it is stuck fast in the wrong place. You can't shift it because it is very hard to differentially heat the sleeve and shaft. The only times I have used shrink fit, I cooled the inside in the freezer (because it was small enough to go in) and heated the outer with a blowlamp until it was well over 200 C judging by the fact it was just starting to colour – went together OK but cooled and locked very fast, I wouldn't like to try this with a long workpiece unless I could get it nearly red hot.
Much safer to use Loctite! Dimensions not so critical, and you get some time to position the sleeve just right.