We whant to have the capacity to drill through almost all steel alloys :-).

Dont we all :-) The problem with Silver steel is that the colouration, showing the level of carbide content, which you use as an indicator as to when you quench in water, occurs somewhere like 300 degrees. When drilling hard materials, it is easy for the drill and workpiece to reach this temperature. If the silver steel piece reaches this temperature, it will soften, which obviosuly isnt much use. This is why High Speed Steel was invented- to stay hard and keep its edge at high tempertures. Unfortunatelly, as previosuly mentioned, HSS steels are more brittle. I reckon the way to go would be TiN- titanium nitride coated- its both g=hard and tough, and should cope with most steel alloys.