Yes shield xlr. When shielding RCA interconnects I think they sound best with the shield connected at one end only, not both ends. However, whether you connect the braided copper shield to one end, both ends, or no ends, I find the shield does impact the sound by darkening it and making it sound slightly more closed in.
I also prefer the sound of all natural silk and cotton conductor coverings and outer jackets. I find these natural fibers help the cable sound more natural in tone and overall presentation. I will build my test SM IC set using Duelund 20 gauge stranded copper in oil impregnated cotton conductors with a cotton outer jacket.
Many ways to build a great sounding IC. Some very innovative as represented by Taras22 and others.