Vance, You are a brave soul !
For many years I, along with my fellow electricians, made our own thermocouples. They were anywhere from 18" long to 8 foot long. We used 10 awg thermocouple wire, mainly Copper, Constantan, Iron, Chromel, and Alumel. Slide on ceramic thermocouple insulators were used to protect and insulate the entire thermocouple lenghts. The finished thermocouples were installed in 1/2" rigid steel pipe with a screw-on weather tight heads containing the terminations. Of course, these were meant to be extremely heavy duty thermocouples. After all, this was in the mining industry. These were both time consuming to build and maintain. We later had Honeywell build them for us as well as certify their accuracy and repeatability.
Wishing the very best in your quest to build your own !