I build cables all the time.. It is important to make sure you connect shields to the connectors body.. Most all xlr's have a silver colored tab that you can attach the drain wire to as well... It is critical that the shield extends out to the body or the mic as well I can't speak for active cables as I don't use them..
But for an XLR or Tuchel connection to a mic I always make sure the drain wire or shield is connected to pin 1 for an xlr and to the connector shield pin described... This will make the body of the mic system ground even if it floats. All rf with find its quickest path to ground... For our purposes there is no true real earth ground .. It floats as none of the components are attached to a ground wire to earth. but it will be synched to what ground it for your system.
I have gotten pre-made custom cables from many people.. Invariably I have to rebuild them all as the connections to ground are rarely made.
Some mics are more prone than others to this interference... Look at your mics susceptibility to RFI.. Call the Customer service technical lines and see if they have a recommendations for your mics..
If you really want to eliminate this completely you could build a ball to enclose your mics in side copper screen material and then ground the ball to earth.. But this would probably get you laughed out of the venue ROFL!
When I build audio cables for my home system I build them directional to direct noise where I want it...but that is another conversation entirely LOL
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