I also cut my '37 steering shaft. I wanted the '37 wheel and horn set-up on the '41 gear box. The '41-'46 steering wheel has a deeper offset, this puts the wheel rim in your gut, it felt to " tight " in a already to small of a cab. The shaft may also be different length, I don't remember.
If you use a '39 wheel, the upper bearing from the '41 will not work. You are mixing to many parts. The horn button / activation will mess you up. You have to use the bearing and horn system with the matching wheel.

Cutting the shaft was easy after a hour of double and triple measuring. Once both were cut and the ends " V " down, clamp both halves in a piece if angle iron and weld. I cut mine about 12" down from the top. The outer tubes are the same diameter and swap from year to year. The tops are different where the bearings are held in place.

I had a new mast bearing made for my '37 column. It has a needle bearing running on the shaft held in the column tube by a teflon sleeve. For the horn to work, the shaft has to be insulated from the column. The original bearings were some sort of pressed word or plastic material with a leather like wrapping.

Check your steering box close, in 1941 the gear box was changed to the roller / cage type. '37 -'40 were all about the same design. 1941 used a similar spline/ keyway wheel retention set-up as the earlier trucks. The '42 -'46s used a straight spline on the shaft. The internals of the box are similar in design but will not interchange parts. '41 used a 1/4" roller ball and '42- '46 used a 9/32" ball, I believe there is a different amount in them.
Seals and bushings are standard sizes and swap around, gaskets I made. Check the lower shaft bearing race, it is machined into the worm gear. If the box sets with water in it, this is the first thing to go bad and is not fixable. I had to replace the whole worm gear / shaft in mine. You can get the barrel shaped roller bearings.

Grease is up to you, John Deere corn head grease works really good and is cheap. Its been in mine for three years with out a single problem, not even a seep at the pitman seal.
Joe