Hi Lorenzo
I made the basic shape by milling ( see figure 1 & 2 )
It's not an real socket with an key , sorry it's a bit fake.
I made 2 holes ( see figure 3 )
I put the rope trough one hole then make a not and then stick it up again trough the other hole.
After the milling i made all the round edges with a file and sand paper.
It's not the most easy part to made but it can also be done with a saw and a drill and a lot patience and some skills with a file and sandpaper.
Hope this made some sense.
Eef