An idea
If you make a plug for the bottom of the steerer from thick steel and drill two holes in it with welded aerotight nuts at the back. Then weld the plug in the steerer base. You still have access to the steerer thread for mounting and adjusting bearings and you then have two captive nuts to mount the steering arm. The arm will remove for mounting and bearing maintenance. The big negative is space though being aerotight there's no plastic so you can grind the nuts down and weld without issue to maximise their size. You should be able to get a couple of M8 aerotights in there and then use socket cap bolts to hold the arm on.
Idea 2
Use a fat pinch nut. Drill through the pinch nut rim vertically to attach the arm. The problem will probably be finding a pinch nut for the steerer and I don't know if it would hold sufficiently on the threads. See option 3.
Idea 3
Weld a substantial tube into the steerer jutting out from the bottom. This will leave access to the threads unhindered. Weld a single split clamp or three to the arm and then use those clamps to mount the arm to that tube. It's a similar solution to number 2 but with easily obtainable clamps. Again though it's subject to forces wanting to move it. With both option 2 and 3 you could drill through for a bolt or pin as you suggest above but with both of these options that pin or bolt would only be an assist and not the main means of preventing rotation.
Idea 4
Almost the same as you own thoughts but instead of a shaft collar use a single split clamp or two or three then you also get the benefit of that clamping around the threads. The disadvantage is possible damage to the steerer threads which is why I suggested welding in that extra tube in option 3.
TBH though I'm not overly impressed with any of my ideas.
Edit
Idea 5
Run the cutting disc not just up the full length of the groove but also across the opposite side of the steerer to it. You then need a piece of steel the thickness of the cut width, the width of the steerer diameter minus thread depth and the length of the cuts. This piece of steel will then fit snugly into the cuts and can be welded to the steering arms so the arms slide onto the steerer with the piece of steel sliding up the cuts. It requires some grinding away around the arm to piece of steel joint to get fully in with the welder but does give two points of weld and no chance of slippage though there may still be some slop. The slop should be less than the single groove will ever have as being full depth it can not wear the slots anywhere near as easily. If it fails at all it will be the two welds that go and will fail totally or not at all.
A somewhat better variation of this is to make the steel piece not just fit the slot but wider just where it protrudes from the below the arm when in position. Get a shaft collar and cut it into two C pieces and weld those to the arm and the steel piece. This gives a much larger area of weld which has no chance of giving. This would be my choice of the options I've thought of. There's no chance of total failure though it may wear the slot though that would be much less than with just the one part depth slot.