Considering how much tension is put on the brake cable during hard braking, I wouldn't trust my safety to anything clamped or otherwise relying on friction to stay in place. I'm surprised a brake cable cuts into you that badly just carrying it a few meters. However, consider a sleeve for that section of cable. I've seen plastic ones on bikes before, and as long as the cable is properly lubed, I imagine silicone hose from your local hardware store will work as well (and be softer). Simply cut it to the length between the 2 stops (a few mm short, actually), pull your cable out up to that point, slide the cable through the first stop, then the tube, then the second stop, and reattach the cable. Voila!

edit: If the stops themselves cut into you, go back to your ideas and disregard mine.