The strength and security of the breech plug is of critical importance since a filure of the plug could well result in distruction of the cannon, property damage, personal injury, or death.
Whichever method is used, one must ensure there is sufficient strength to withstand the forces of firing and a 0% chance of failure.
For a person who's knowledge of welding techniques and who's skill level is not up to certification level, welding is chancy. It is far too easy for the amateur to end up with inclusions, lack of penetration, or voids in the weld, all of which cause the weld to be far weaker than assumed.
It is easier for most people to cut a set of matching threads (of sufficient lenth to provide enough strength) with enough integrity than to weld.
Whichever method is used, it is wise not to trust a single method alone. Add one or more cross-pins of sufficient size the withstand the firing forces if the primary method fails.
I welded my own breech plug (after preparing the plug and sleeve with a 15 degree bevel 80% the length of the plug) with 3/32 6011 rod. 6011 is a "deep penetrating quck freeze" rod. It is was a very slow process and took a lot of rods, but ensured good penetration, no voids, and the 6011 allows you to "float out" all the slag as you go.
If you haven't tested your welds for voids and inclusions in the past, take the assembly to a pressure welder and have it done professionally - it's worth it! Then take it home and add 1 or 2 pins.