Steel x axis idea

[magicniner]

No increase in strength or rigidity for the introduction of distortion in cutting and welding in the insert? Why?
Start with a smaller box and weld on additional box sections to build your cross section, that will at least add some strength and rigidity with less chance of unacceptable distortion.

[routercnc]

The other way to do that is start with the box section then weld 2 thick bars onto the front face, one at the top and one at the bottom. Leave enough gap in the middle to clear the ballnut. Rails can mount to these bars and you have plenty of depth for the threads. Similar outer profile to your drawing but without the discontinuities.