Drill a hole in a scrap block of wood that matches the rod. tap the rod in to the hole in the wooden block. The block will hold the rod as you drill the 4mm hole in the rod, through the wooden block! Filing the flat and center punching the location you want the hole is advisable also, in combination with the wooden block to hold the rod, since you don't seem to have a vice.
The bigger question is how on earth do you misplace two vices and a pressdrill?
Time might be better spent looking for those items?
Have fun!
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