How to make baking soda
Sodium bicarbonate, the chemical name of baking soda, has always been manufactured using industrial processes at an industrial scale. I can't see how it could be practical to make at home. You'd need specialized equipment and you might well find that the materials you need aren't any easier to acquire.

Baking soda is known by different names, in addition to sodium bicarbonate according to Wikipedia it's also known as bread soda, cooking soda, and bicarbonate of soda. So it's possible it's available in your area on under one of these other names. If you live in area where a language other than English is used then you might find other alternative names in that language's version of the Wikipedia page. If you still can't find any you'll either have to pay to have it shipped to you or find a substitute recipe that uses some other leavening agent.