You can get cable from the internet easily enough and probably a lot cheaper than locally. I get a lot of my cables from eBay in the UK and you often get real bargains

Cat 5 can be shielded but usually it is not, it is the the type of cable they use for networking computers and the twisted pair helps reduce noise but I dont think it would be so much help in limits.
Coax I think is usually just single core with shielding, you need twin core with shielding, also coax is often solid core and that should be avoided on a machine as vibration will eventually crack the core, you want multistrand cores as they are much more flexible and wont fatigue the same.
The shield should be grounded only at one end and it is best that it is the control end. Also try and connect all of your ground wires at one single point in the case.
Hood