You can get the coax wire from Peter White or other sources. It's a fairly normal coax cable except the inner wire is stranded. On edit: my memory failed me, I think it's just a two connector cable. Is it supernova that has a shield-like drain wire? Got to go look in my lighting supplies parts organizer.
You can see the innards of the connector on Peter White's page.
https://www.peterwhitecycles.com/sch-wiring.php
Here is what it looks like before construction and in a soldering fixture that they sell