John,
This is the way I generally have found them with some exceptions noted;
Main shaft-usually semi gloss black, very rarely but I have seen natural bonderized steel.
Coupler at steering column-semi gloss black or black oxide (dull)
clamp-semi gloss black or black zinc (shinny)
Clamp bolt-black oxide (dull)
nut-zinc
Rag joint housing-natural cast iron
12 point locking bolts-black oxide (dull)
Metal strap-natural steel (I zinc plate mine for longevity)
Larger diameter threaded bolt attaching both halves-black oxide
Small diameter threaded bolt-copper
nuts and washers-black oxide
This is strictly my opinion, how I have found them on original cars and how I restore them. Everyone has their own opinions as we all know. If you don't want to go the plating route simply use paint that simulates those types of plating.