I can't really speak to the inherent strength of the wood, and others have done a good job anyway.
What I can say is that you significantly reduced the strength of the wood by drilling those holes across the grain, as demonstrated by the way the clubs shattered! I'd be willing to bet a red soda water that even if you made the clubs of ash or hickory and drilled & filled laterally drilled holes like you've been doing, they'd shatter just like the other ones.
By drilling across the grain, you've essentially broken the club already. When you slam it against the concrete, the lead, which has significantly more momentum than the wood, applies a shearing force perpendicular to the cut grain of the wood and it simply rips the wood apart. It's like holding the stick horizontally on a cement block with one end hanging off and hitting that end with a 10 pound sledge.
By drilling the hole longitudinally, when you slam the stick against the concrete, the lead fill is supported by the wood on all sides and you don't get the same shearing force. It would be more like hitting the part of the club resting on the cement block. You'll deform the wood, but it probably won't shatter the same way as long as there are no voids in the wood (that is, make sure you fill the hole completely!)
(By way of speculation, I'll bet if you slammed the club against the concrete hard enough and enough times, the lead would compress the wood around it enough for the fill to become loose inside the club... I've got no way of knowing for sure, but it seems to make sense...)
Just my three cents (inflation...)
-- Happiness is a floor covered with very thin wood shavings...