How to Build a Shielded DC Power Cord

I am building new DC power cords to connect a Mark Levinson No. 30.5 digital processor (i.e., preamp) to its PLS-330 power supply. These cords use Lemo style connectors. It took a while, but I was finally able to connect with someone at Mark Levinson about the specs. They confirmed that these are pass through cables. So, in terms of pinout and wiring, it is simply a matter of making the same connections on each end, i.e., pin 1-1, 2-2, 3-3, etc. They also confirmed that these cables are shielded. However, they did not know whether the shielding was attached to the connectors, and if so how (e.g., on both ends, only on one end, etc.). Apparently, all of the people who worked on these units are long gone.

I have read about how shielded AC power cords are built. The shield is typically connected only on one end, the end that plugs into the wall. As I understand it, if you connect both ends the sound is degraded. Not sure if the same considerations apply here. It does not seem so, since there is no indication that there was a specific way to plug in these cords, i.e., either end could go into either component. That suggests that either both ends of the shield were attached, or neither end was attached.

Does anyone have any thoughts on this? Is there a reason why one approach would make more sense over the other on these kinds of cords in this application, i.e., connect both ends versus leaving both ends unconnected?
 
To be clear, the unit is a preamp not an amplifier, i.e., the cable runs from the DC power supply to the preamp. Not sure if that makes a difference. Otherwise, connecting the shield on the power supply end makes sense. It is still odd, however, that the photos I have seen of original Mark Levinson cords do not appear to be labeled on the ends, i.e., this end goes to the power supply, this one to the preamp. That makes it seem like both ends are interchangeable, which suggests that both ends have the same shield connection, i.e., the shields on both ends are either attached or not attached to the connectors. I note that I did see one photo where homemade labels appeared to have been added to the cables showing what end went where. Not sure if these were rebuilt cables, or if the owner had just found that particular configuration worked best. If nothing else, there is an opportunity for trial and error here to find out which configuration sounds best, or if it makes any noticeable difference at all.
 
Also, to be clear, this is not a situation where either end of the cable is hardwired, to the DC power supply or the preamp. With regard to both the power supply and the preamp, there are female ports on the units that accept the male Lemo connectors on either end of the pass through cords.