There a lot of coatings used on cable inner wires, even Shimano's best ones have some Teflon or similar iir.

I would totally avoid (inner) cables with plastic covering though, which so often shreds and binds the cable in the housing.

The black-coated Slik-Whips and similar cables (thin, hard coating) have worked well for me.

Remember that brake housings always use metal ferrules where needed, while shift housings can use appropriately-size plastic or metal ferrules (sealed or un-sealed) where needed.

Pre-stress the cable tension (mostly to settle ferrules and cable ends) prior to final adjustment, but not to the point of damaging cables, housings or shifters.