Hi Wellwisher - let me be the first to welcome you to these excellent forums, hopefully you will enjoy them as thoroughly as I and many others do

OK... to answer your questions:
1) Yep, the price I've been quoted comes close to the "obscene" bracket - $1200-$1700 for a set of head & main studs for a Jaguar engine, in HT steel.
2) The studs are mostly in the 5/16th to 9/16th range, one end is always UNC (thread pitch to suit size), the other end is UNF. Which is why they're a custom manufacture & not easily available off-the-shelf. Even Jaguar don't seem to have any...
3) I have a 6.5" Edgwick manual centre lathe, it's quite worn, but would almost certainly be capable of providing the force necessary to roll threads. I'm not sure if the tailstock bearing will take the strain, it's badly worn & as yet I've not got a Round Tuit to fix it... although I do have a spare tailstock (bearing in as-yet undetermined condition).
4) CNC lathe (which I haven't got yet... and is in unknown condition) is a Mazak Quickslant 20. With a 22KW spindle, I don't think I'll run out of horsepower, although I might melt the supply cable trying to get there... It's a twin-turret (4-axis) with tailstock. As far as I am aware, it doesn't support live tooling, but I might be wrong there.
For the application (engine head retaining studs on an engine I intend to rev rather higher than production), I'm pretty sure rolled threads will be far superior to cut threads... and I presume that's how Jaguar did it.