Ramon:
That spool you acquired appears to be an older spool from Kanthal (possibly from the 1970s), I checked the spools I have in stock and even the older ones from the 1970s indicate clearly whether they are bare or enameled, the reason being that the spools used to be supplied in paper boxes with a clear window in the end for the spool label. One did not want to have to open the boxes to see whether or not the wire was bare or enameled. The boxes on my newer spools are plastic so you can see through but the labels still indicate bare or enameled as the boxes are almost always stacked so you still need the information on the label. The spool's TCR is accurate, I've only had one incident in many years where the spool's TCR was wrong and verified as wrong. I have one spool of wire with a similar TCR (not exactly the same) and it does indeed produce resistors with TCRs within the specified range if, and this is a very big if, it is made correctly. All of my resistors are very close to the TCR printed on the spools unless something has gone wrong in production, which it can, there are a lot of variables to deal with and the resistance wire terminations are just one of a long list that affect the end product.
Cupron wire does indeed withstand high temperatures, well above the +140°C you indicated, in large gauge sizes, Cupron is used for heating coils, while Evanohm can operate at high temperatures, its TCR increases above approximately 150°C and if operated at much higher temperatures, the TCR can be changed. That is why PWW resistors generally have +150°C as their maximum operating temperature (and that is at zero power mind you). You are quite correct that Manganin (and derivatives) has a somewhat low operating maximum temperature of about 60°C, but you are also assuming that the 15 PPM/°C spec (maximum by the way) is what you get, it can actually be anywhere within the 15 PPM spec, even close to zero. Yes it is very sensitive to processing, the act of soldering will change the local characteristics and keeping it within 15°C to 35°C makes it happiest for temperature.
Cupron is generally the alloy of choice for power resistors since it tolerates the +350°C maximum temperature without big changes in characteristics, you can't do that with Evanohm and keep its low TCR intact.
I can state with complete confidence that over the years a great many variations have been tried for terminating resistance wire to various types of lead assemblies, in my published paper, The Last Half Century: Wire Wound Resistors (in EDN, also posted here in another thread), we detail how the industry struggled with the new Evanohm alloy. You are merely repeating history here and while I encourage it as a learning experience, you are not going to produce high grade precision resistors with any DIY methods unless you've got the money to setup the correct equipment and materials and that isn't going to be cheap. I agree with TiN's assessment (and not just because I make PWW resistors), it has been tried many times with the same results, frustration and pretty much wasted time and money trying to reinvent the 'wheel'.