I'm >guessing< that the only way you _could_ make coolant-hole drills is by drilling the holes straight, and maybe milling the flutes straight, then heating and twisting the drill, followed by hardening and finish grinding the flutes and the OD.
The part I'm guessing about is milling the flutes before twisting and hardening; many twist drills clearly have their flutes ground from the solid after hardening, and it would require just a little extra process control to grind flutes in a blank that had twisted holes inside it but no pre-existing flutes on its exterior.
Mike Halloran
Pembroke Pines, FL, USA