Saw-
I ended up using a Hobart #2/0 Wire Lug 3/8" Stud Terminal Cable End. I basically used a cold chisel to make three dings in it- 2 on one side and 1 on the other so that they made a "V" so to speak. I then took it to my welder who ever so carefully dropped a tiny weld at the end for me- just for "make me sleep better at night."

So he never actually welded copper to steel- it is just a nice bead "slug" on the end at the base of the terminal end so it won't slide off. He was super careful not to overheat so he didn't damage the tiny strands of the cable- the dude is a super-pro!