Drill pipe is hollow to allow drilling fluids to pass from the drill rig to the drill head. Most rods are made of specially formulated steel capable of withstanding the tensional, compressional and torsional forces experienced during the drilling process. HDD drilling rods are unusual in that they have to accommodate the forces listed above as well as the forces created by bending through the desired bore path.
Minimum plastic deformation and maximum elastic deformation is desired. Most preferred ones are carbon (C) and titanium (Ti) alloys. The threads are made by different steels like CrMo 4 (chromo-molibden) then threads and body part is combined with friction weld.