Frederick,
I have no expertise with this particular object, but it appears to be symmetric about the vertical axis from side to side in two orthogonal vertical planes. If that is the case, I could imagine making it by having a single template and cutting square stock on a bandsaw in the manner of a cabriole leg; i.e., cut from one side carefully leaving the scrap attached at a few critical points, shift the template 90- degrees and repeat the cutting. You might even rough out the openings in a smiilar manner using Forstner bits.
However, I would strongly recommend that you give consideration to a material other than wood if you expect it to survive out of doors for an extended period. I can see something with so much exposed end grain disintegrating on weather, and it certainly woule require frequent and careful painting if of wood - not always the fate of a pergola decoration.
Karl