I just figured something else: I've lost a part.
The outer shaft's holes are not threaded because there is a smaller part that goes inside and tightens the hexagonal inner shaft when you tighten the screw.
The top picture shows all the part you need for ONE side
bottom picture shows how it fits in. (Only fitted it halfway in for you to see)
Now, if I try cutting the rubber part and cutting the threaded tightener in a half, will I be able to tighten both sides? It seems stupid, well I'll try to figure something else for the other side, probably just drill threads directly on the outer shaft as arky suggested.
Thanks a lot for the video Obliterator btw!
A friend of mine will reproduce the little piece of metal for me and locate a set of screws.