Hi Rover999,
Slides get very expensive, but (please do not laugh) there are a plethora of pneumatic slides available on the cheap which have very many of the exact same features as shown, just gut the cyl. for the lead screw, alternatively commercial drill rod is very hard before heat treating and machine shop suppliers also sell bearings, bushings I. E. . . Enco. . . do not forget McMaster Carr as well.