Hi,
Yes, I did mine in 3mm. And I don't remember having heard about someone doing them thicker. CP3 and CP4 are braced by the 3 walls of the "box" (CP5,6,7), so I guess that make them very stiff.
Though, for the roll bar fitting points, I welded M10 nuts instead of M8. I use M10 grade 12 bolts + nylock lock-nuts.
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