Shielding on a speaker cable is not typically a desirable attribute. As such, what makes you want that specific feature ? Using a low inductance speaker cable is typically the preferred method of minimizing the susceptability of the system to picking up RFI. One can obtain good results like this without having to resort to an actual shield.
Having said that, you might want to look for some Kimber 4TC or 8TC. Both tend to sound pretty open without having a hard high end. The Analysis Plus Oval 9's may also work for you, but i think that these cables are HIGHLY system and personal preference dependent. I'm sure that there are plenty of other cables out there that others may have greater experience with.
If attempting to build CAT 5 cables, be aware that there are different grades of CAT 5 and multiple design geometries out there. Some can be highly capacitive, to the point of requiring Zobel networks so as to minimize the potential for damage to an amp from high frequency oscillation.
Other than that, you might want to try working with speaker placement a bit more if you haven't already done so. Sean
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