You can probably purchase a roll bar/cage from one of the suppliers noted specifically for your car for less than the cost of heavy walled tube u-bends.
Forget the HF thing, we have one sitting in a corner by the scrap pile...used once.
Do like Tech said, tack it together and have it TIG welded by someone that knows their way around this stuff. Since it is structrual you would like it to be functional too if you go on your head...I would think.
Splices need to be about 4 diameters long on each side of the joint, holes for plug welds etc. SFI spec that NHRA uses have these called out very specifically. They have done their home work on this and have lots of experiences (crashes) to hone the specs we see today.