I did once, a hollow one on a Saturn SL2. But in theory, a sway bar is a spring, and must be hardened (heat treated), so welding would change the heat treating, and it would be expected to crack and break again. The one I welded has lasted 3 years so far. Also, mine was just at the end, where a mounting pin was pressed in. The pin had pulled out of the tubular sway bar.
Should be able to, be better to get a new one.
No and why would you? It would be easier to take one from a junk.
No. A sway bar is a form of torsion bar and is made from spring steel. The heat from welding changes the steel and it won't stand up to the twisting motion.
Nope. The steel is high carbon, & welding will burn the carbon out of the steel & make it softer.
No, there's too much force through it, that's just asking for trouble. It's a piece of tempered spring steel, welding it would alter its tempering and springiness. Replace it, don't bodge it, you could cause an accident like that.
I had to look it up because 'sway bar' is a silly name for an anti-roll bar, you Americans have some strange names for some things. Its job is to reduce body roll when cornering, not swaying