Depending on how patient you are you can get a lot of nice connectors from Aliexpress. Ive been building myself cables with a bunch since a year and im quite happy with them but well delivery time is an issue. For the cabling itself I used Copperlitze from Amazon with clear insulation which I quite like the look of.
Note that Coaxial cables like mostly used for RCA Cables are a good design due to the noise supression of the sleeve but for the lengths of a Headphone cable that doesnt matter.