Does anyone know from which material these brake cable end caps (anchors) are made out? Is it lead, some galvanized metal or something else?

Does anyone know from which material these brake cable end caps (anchors) are made out? Is it lead, some galvanized metal or something else?

It's definitely not lead. Manufacturers have worked out that selling products with lumps of toxic heavy metal attached is not a good idea anymore.
Probably a zinc alloy that can be easily cast onto the end of the steel wire.