https://www.youtube.com/watch?v=AEL9PPXPqpc

That is absolutely incredible, interesting coating process and very very cool to see electrodes made. I wonder how they get the actual metal part of the electrodes made

Source material is pure soft iron tape, or nickel plated soft iron tape. Making a conical electrode from this is trivial - just a bit of stencil cutting and spot welding.

Solid metal electrode shells are easy too, made by pressing from soft iron, as it is ductile. Probably, nickel plated at next step, but here I am not sure. Ready made electrodes are still no problem to source.