When I come to do mine in the future I'll wire them in series for each axis and use solid core CAT7 cable.
Where I have to split it down from 8 wires into pairs as I get closer to the machine I'll heatshrink them.
CAT7 has each pair shielded already. It's just a case of carefully getting the outer sheath off without damaging the foil on each pair.

Atm I'm just using the soft limits.