I have seen more of those Drill/tap combos, but in most cases it's ment for automatic machining like on dedicated tapping machines or CNC mills. In many cases carbide tools. Not suitable for hand machines.
And the ones we see here are cleary suited for handmachines. The coloring does remind me on oxydized titanium. I guess HSS tooling with a plasma coating of TiN without the gold-polish we see on the cheapy kids toys.