HI Ellis, you're right, Wenge has to be about the worst for splinters. Even very tiny slivers dig in deep, sting like hell, and then fester quickly. I love working with it for it's aesthetic, often using the course texture and deep color for a dark base note in my furniture designs. Which is kind of the point, it is beautiful but impractical for weapons. I have not come across the Jotoba. The grain looked nice and straight and uniform. No doubt your Vera wood is gorgeous, too bad about the vapors.
As for the Osage orange, it is a top wood if you can find it unsplit. A short history, it is also called Bois d'ark (pronounced bodark), Hedge, or even hedge apple. It was used for fencing in the early days of the west as it has long vicious thorns and will grow easily into impenetrable hedges. One theory has it that the inventor of barbed wire took his ideas from Osage Orange. Even then, the best posts for fencing are still Osage due to it's natural rot resistance. It was the wood used by the North American Indians for their bows. It is tough, flexible when green, very resistant to wear. It is incredibly hard, it will dull your tools, but take crisp detail wonderfully, one of my favorites to turn. As for it's use in weapons.... I don't know if you can find it readily. It is not the kind of wood you find at the lumber yard. Being a wood turner by trade I see it in it's most basic form, tree trunks. I am currently in England, but will be returning soon and will do some experiments with it. I'll let you know when I have some first hand experience with making weapons with it. One caveat, the wood is bright screaming yellow. I mean it is LOUD! it soon oxidizes down to a honey brown with good depth to it, which I find appealing. At first though... you won't believe it. LOL.
This company has tons of very good information on wood and wooden weapons. They are not inexpensive, but I like the philosophy they have, and seem to care about what they are producing. The skill to make something like this using hand planes etc. is a rare thing. They make things the way I would make my own. Look into the site a bit further and there is information on how to "break in" bokken, the different properties in various woods. It is a good resource.
sorry if this got a little long winded! best, Keith