Ok, it's what I had in mind. They seem to call this Rosette Welding.
But it appear that I have bad experimentation with this type of weld when they are used for torque transmission in a shaft.
On the aircraft structure this kind of weld is used in tension / compression in addition to others welds between tubes. It's not the same case on a driveshaft.
As you can see below, the first shaft on my Smart was rework using rosette type welding and it fail after few thousand kilometers.
After I reworked the shaft with a complete weld around the tubes and it's what move my Smart today after many thousand of kilometers (3e pic).
Each assembly was press fit tubes and only the weld type was different. Of course, the coupling inside or outside the tubes have played an important role too in this case.
Couple of other points
Pressing the two together is not as "safe" a process as doing a heat shrink - I would be looking at pressing them together with the outer tube as hot as you can get it
Thanks for the tip. I understand the fact and I plan to heat the coupling to obtain a slide fit when heated and an interference fit when shaft and the coupling are at the same temperature.