You could use blueing & blackening techniques used on firearms (have consideration for the threads and/or tolerance surfaces).
Depending on your goals, optionally could also use heat anodizing (have consideration for metal tempering, warpage, etc.).
Many times my primary goals include reducing reflectivity (shiney stainless finishes, etc.) so I typically also distress the metal surface before color finish options (as it helps to break up surface reflectivity, providing a somewhat mat finish). Example would be a simple s/s pocket clip for a folder and associated hardware (orange-peel the surface, then heat-ano the metal and quench depending on application).
You might be surprised at fastener options available. Example: my local Ace Hardware has a decent selection of small fasteners 2-56 / 4-40 / 6-32 , etc.) and also a number of selections for firearms. They also have black-chrome fasteners (both metric & standard, including hex-pan-heads). So long as you are ok with being able to cut down fastener lengths as needed, it's an option (I use those wire-stripper pliers with the small screw cutter/shears that the screw threads into the cutter like a tap protecting the threads, then give them just a bit of finish dressing before unthreading from the cutter. Otherwise, thread fastener through a tap or at least a nut before cutting, and dress the end before removing.
These are some options I use.
I tend to stay away from "coatings" as they affect the surface thickness and fitment.
Titanium fasteners are also an option as they offer significant additional options as the anodizing process includes many colors of the rainbow, as well the protective Titanium Dioxide coating deposition of the process. I use electro-anodization (vs. heat) for Titanium as it does not stress the metal. The coating is extremely thin and tough (have yet to have a before/after fitment issue). I am assuming you are talking about steel fasteners though (everything above except this paragraph on Ti fastener options).
Metal plating process is somewhat similar to electro-anodizing using anode/cathode and a sacrificial metal for the plating (can be done at home with a various power source options). Again, the surface build thickness would be much less than "coatings" like mentioned in OP. Gold & Black Zinc plating options are used in the automotive & motorcycle refurb process (bring the fasteners back to similar OEM finishes) and these build thicknesses can be very thin (say .0002" thick or more) and are similar to Black Oxide.
Hopefully something here to help advance your project/process.
