Thought I'd share this as I've tried arrow making like this in the past but wasn't as successful.
This time around went with the insert approach to self nocking. I like this more because you don't have to reinforce the nock end with excess threading which, from my experience, tends to either add too much weight to the arrow and slows it down or causes an imbalance. But this is just my opinion from my own attempts/observation. A more experience cordage expert may be able to achieve good results.
However I have thrown in a few shots of arrows I made with real sinew threading and reinforcement at the nock end.
For the inserts I'm using horn, maple, and yellowheart. I prefer horn because I like the contrast of sleek black against pale cedar.
I seal with a little bit of lacquer particularly at the nock end to seal off the epoxied inserts from environmental impacts (a bad day will be had if and when they come out).
The ultimate end result is to glue on the medieval broad heads using sinew and pine pitch. Not there yet as I'm still waiting on the pine pitch but will post when I am there.
Any comments, questions, concerns, suggestions please let me know as all of this is still in development as to how to approach most effectively. Thanks.