Yes, the shaft and shaft caps are usually a darkened color, but I don't know if phosphate would be the exact spec. But, you are correct that they get covered when the upper arms get dipped anyway. Depending on when your car was made, it may not have had the holes for the grease plugs on the end caps. Seems maybe somewhere around the Feb/March time period they switched.
Not sure that the rivets had any coating, but a dulled down zinc would probably be fine. I imagine the waffle or dome end would have most of the plating obliterated during the pressing process.