I know you have stated that it will be expensive to import from the US (I'm in a similar situation living in the UK), however, in my opinion, the best place to start is with ironmind nails. The reason for this is that you will know where you lie, as you will have a standardised reference point to work from, and can buy further stock to suit your needs. Alternatively, I believe that FBBC (Fat Bastard Barbell Company) sell 'bending bags' for both amateur and advanced benders, and in my experience they are very good with shipping costs (better than Ironmind I find).
As you're a beginner, you could find some good sized nails from a hardware store, around 120mm-150mm long, with a decent thickness, and it they are too easy, try bending a couple together. this would probably be the cheapest way to do it, through it's harder to compare to other bending stock.
Edit: I just realised that my response doesn't answer your questions, but I thought I should give some ideas, since I have a similar issue. Galvanised steel will be stronger, however it depends on the composition of the steel to begin with.
Thanks for the answer. I have sent FBBC an email asking for the shipment cost of a bender's bag, but think ordering directly from Ironmind is simply too expensive. My guess is that seeing a local blacksmith is the way to go at the moment, since I have bent anything in my range in the hardware store. Next thing there is a 10mm bolt and no way I have a chance at that.
Bought some threaded rod (M5, M6 and M8) and cut them to 7", 6" and 5" lengths, which was why I wondered how threaded compared to non threaded rod. Those are made of hotrolled steel that is electro-galvanized. The biggest nails they had was 160mm 5,5mm square nails with a thick galvanized layer on them.