Ray kindly gave me a length of neat cable. It is a little over 6mm in diameter but has an outside shield and then 8 individually shielded pairs!
Yes, 16 wires in it. The pairs shields are insulated from the others too.
Here are the steps I took to make the cable...
Strip about 4cm.
Separate the pairs.
Remove the insulated layer from each pair, then the shield single wire (these are all later joined to signal gnd).
If I was paying attention, I may have been able to make use of the pair's numbers. A short length of heat shrink was placed over the pair to keep them together.
It starts to get a bit crowded. Here you can see the single shield wired twisted together.
A green for the signal shields and black for the power ground (main shield).
Heat shrink-ed.
Decide on the orientation you want the plug to go and mark the unused pin.
Use a spare 9pin socket to insert the pins (I had to ream out a couple of the holes in the 3D printed part) and seat them firmly into the socket. Then trim them off to about 3mm.
Here I have soldered the wires on, and there is one spare.
I found the lid has to be trimmed a bit foe the wires are a bit wide for the slot. Also, I drilled the hole out to 3mm.
The base part was tapped for M3 to suit the screw, but you may find a self tapper suitable.
Similarly, the base strain release holes were drilled to 3mm and the clamp tapped M3.
I still have to get some DB9H connectors, I have LOTS of DB9Ms.
This all went together pretty well, even though it is a bit fiddly.
Thanks Ray