I made this knotted horseshoe nail cross on a paracord loop for lanyard/fob use or to be worn around the neck. It was made with four 2" long horseshoe nails and 0.9mm black nylon cord.
After bending each of the nails to shape, I started with about an 8 foot length of cord, not sure how much I'd need, tying a long 4 bight knot on the bottom section's two nails of the cross, held together with locking pliers, doubled the knot, ran the working end under the knot so it came out at the arms junction, then tightened that knot up.
From there I wrapped the working end around the top two nails, temporarily held together with a rubber band, and bottom half of the cross in an 'X' a couple of times, bringing the those two halves together, and then tied a 5 lead 4 bight Turk's head knot(which is the base of a Gaucho knot that you can learn from video tutorial), doubled that and tightened it, taking the strand under the center 'X' and out to one side.
On one side arm section I continued with the cord's working end to tie a Gaucho knot, and then tightened that knot up. I wrapped the cord again around the center 'X' a couple more times before tying another Gaucho knot on the other arm, running the working end under that knot and out the other side, tightened it, then trimmed and tucked the end strand. A total of around 5 feet of 0.9mm cord was used after tightening.
I bent the nails in hand with pliers and the assistance of a tiny anvil with bolt holes that I used for extra leverage in getting the nails to bend. There is a YouTube video tutorial showing how to bend the horseshoe nails with custom made wooden block jigs. I'm sure the jigs made it much easier to bend the nails than the considerable bit of aggravation and time I spent working with them in hand. I even tried heating one nail with a butane torch lighter, to see if that would help, but I guess I didn't heat it long enough and decided I shouldn't press my luck with going down that avenue, and stopped to avoid getting burned.
search, including bent and wire wrapped examples, as well as the cut and welded or soldered type. Many different Turk's head knots and variations could be tied around the cross, including wall or crown sinnets.
I remember my dad having a horseshoe nail cross back in the 1970's, one
that was made of three or four nails cut to length and welded or
soldered to make it one piece, and added to a nice neck chain. I haven't
seen it in years, but he may still have it tucked away in a drawer somewhere. It would be much easier to just knot around a finished cross like that one...
And another knotted horseshoe nails cross with separately tied Gaucho knots, using 1.4mm cord, on a three strand braided thong. I had tied four of the Gaucho knots, then later decided to add another one on the bottom end.
I also made a 'Thor's Hammer' with horseshoe nails, knotting over the nails with a T handle Turk's head knot, Guacho knots, and a 3 lead knot, using 1.4mm cord. I was just trying one out with 1.4mm cord, but I'd think I'd like it done with smaller 0.9mm cord and maybe a more complicated T handle knot.
Here's a link for some interesting looking horseshoe nail jewelry on etsy and a blog post on that maker, and many other things that can be made with horseshoe nails like these image results from a google search. And a few other uses for horseshoe nails.