The sway bar has to be one piece otherwise if you try welding "legs" on a bar, they will eventually snap off from fully-reversing rotary cyclic fatigue. And if that happens mid corner when you're pushing it full tilt, it may cos the car to loose control and send you into the ditch or oncoming traffic.
Seriously, just drop it, buy a swaybar and weld yourself up a BBQ or something if you're itching to weld something.