I'm afraid of welding tiny parts Mario, got a habit of fusing small things into one single part! Yes I thought about getting spare shafts, can use the 6mm silversteel shafts for the gear cluster, but for the output gear it has to be machined to size because of the square drive. That's why I'm using a 1/4" extension for the shaft, the material should be strong enough (chrom-vanadium), the problem might be as Max pointed out, the gear slipping on the shaft... welding is out of question for me - just dont feel at ease welding tiny things where you just cant go wrong!

@ Max
or a pin going thought the shaft or drill half a hole down the axel and half on the gear and put a bit of rod into the hole
I see what you mean, and I think its possible to do with a small modification to the shaft. If I increase the shaft diameter from 6mm to 10mm I could put a 3mm dowel axially to act as a key...

something like this:
gearbox4.jpg