Sounds like they are sintered steel (the one you linked looks like it), like drill gears, which are equally impenetrable with a cobalt drill. Nick, in Aus, intended to mod loads of drill gears to make more rugged drill gearboxes but found the same thing as I did, simply not drilling. He ordered a carbide drill and reamer from US, don't know how that went, will ask.

I think the way they do it is they mold and compress fine powder to form the gear and then to make it at all viable they harden it to hell and back, or it may just be very hard from the casting. Either way, I'm quite sure the gears from places such as Technobots and Beltingonline are "proper" machined gears from steel and not cast. Likely to be more expensive but at very least they'll be practical; they can be welded too.