My DIY interconnects recipe: less is more!
Kleimann low mass / one point connection plugs combined with PTFE / ETFE insulated wire. In most cases, shielding is not required and would only corrupt some of the sound improvements made.
KISS: keep it short and simple!

Pic 1: my 1st attempt using Kleimann plugs combined with ETFE insulated copper litz wire, in direct comparison with a neighbour's 600 Euro Oehlbach interconnects.

Pic 2: my 2nd attempt using solid core silver in PTFE tubes, preliminary measurements.
Both cables clearly outperform the Oehlbach shown in the 1st pic, both regarding L / C measurements as well as listening tests.
I combined these solid core silver wires with Kleimann pure silver plugs. These are not cheap, so total cost of material added up to about 100 Euros for a 0.5 meter pair. Solid core copper would cut total cost by about 50 %, and I doubt that the difference would be audible - I did not try this approach, though.