Although it may be possible to weld spring steel, I wouldn't. What you can do is make some bars to go from the ends of the bar to the suspension, and have them broached square. Any decent machine shop should have a set of broaches which for those that don't know is simply a square cutter forced through a drilled hole. Anyway, once you have the hole squared up, grind, file or otherwise shape the end of the bar to tightly fit the square hole. Next, cut a slot in the bar, and drill and tap a hole for a pinch bolt to clamp the end bars on the sway bar.