if youre making these yourself, my advice would be to try it first without the screen,
adding a screen can dull the sound a bit. I used to make cables when I worked for LFD, and most of our cables were unshielded.
I'll buy some of this of cable and give it a listen.
But I will probably strip out the two wires , twist them, then use spiralwrap, and then braid.
That would be good, and cheap,