Dave
5160 should be easier to weld since typically the more alloys added to a steel the lower the melting temperature. That being said, it is easier to weld two dissimilar metals to each other than welding one metal to itself. The interface between the difference metals has two different metals coming in contact and forming a eutectoic alloy.
Are you sure the bars of mild steel were all mild steel?
Try using alternating layers of mild steel and 5160. The resulting bar will be a little short on carbon to harden properly but will give the desired layered/twisted layer effect you mentioned. If you want something that will make a decent blade, use 1084/5160 or 1095/5160 or 1084/L6.
Grind all surfaces of your barstock clean, and stack you steel in alternating layers until your billet is about as high as it is wide. Tack weld the corners to hold the billet together and weld on a handle. you can use a long barstock for one of the layers and use it for a handle.
Use Borax (by from the grocery store) as a flux. Bring the steel to red hot and apply the borax until the surface of the billet is completely covered. Turn the billet so the layers run up and down so the flux will run down between the layers. Reheat until the flux starts bubling vigerously. Take to the anvel and using soft firm blows with a 4 or 5 lb hammer start from the handle end and weld the billet together, working down the billet as you go. (Note preheat the anvil until it is starting to get unconfortable to touch.) Reflux, lightly and reheat. Take the billet and lay it on the anvil with the layers running up to down and give it a nice blow with the hammer. This is to see if it is welded properly. If it is it won't separate at the layers. If it separates, reflux and repeat cycle. Once the billet is welded, grind off any sharp edges and corners, Knock of flux with a stiff wire brush (non stainless), this will remove any oxidations, reflux and reheat. Once to proper heat twist the billet, but only as long as it yellow-orange. any cloder and you run the risk of twisting it in half. . Reflux immediately and reheat. Do this until the twist you desire is acheived. Don't forget to normalize the billet several times! Grain size increases easily at these temperatures.
Jim A.
PS Oh yes, I almost forgot, You have to hold your mouth properly! He He