Yeah, I've done the same - I reterm'd my Zu to use a 4-pin XLR. What I found somewhat odd was that most of the geometry was for wires that were only connected to ground and some only at the 1/4" plug end. Seemed like a lot of effort and wire in name of what only appeared to be shielding. A standard 4-wire braid seems to work fine for me and I haven't found a need for shielding of a headphone cable yet.
And Jay, I get all of my UPOCC wire from Sonic Craft (Sonic Craft High-End DIY Audio Parts). Since I usually order 100' or more I get a bulk discount from them and since I've spent several thousand dollars with them over the last year I get a discount on connectors as well. Let me know if you need something. I've had less than stellar results ordering from Canada in general lately so Take5 has become a less appealing option although their service has always been good.