Thank you for all the help and information. I finally have received the kit and necessary tools to assemble it. Let me describe the process I went through. Comments and suggestions are welcome.
The cable I got is definitely "special" in multiple ways, from how it is constructed down to how individual trends are pressed together.
Right from the beginning the usual methods of removing insulation did not work for me at all. In the end I took very sharp x-acto knife and carefully sliced outer Teflon shell under stereo microscope at 10x. The outer shell is so slippery that I had to wear rubber gloves, not to protect the cable, but to be able to have some grip on it. Under Teflon outer shell you can see what looks like a Kapton (polyimide) tape wrapped around it.
Again more X-acto knife work to expose the shield. Then you pushed shield towards itself to create a "bubble" in the middle. This way you can easily shorten the shield with side cutters without a risk of damaging internal wires.
To strip wires I got a recommended Ideal Stripmaster wire stripper. In practice I found it to be a good instrument, but less than ideal for this purpose. In fact, quite useless actually.
https://www.amazon.com/gp/product/B000NBA8GM/ref=oh_aui_detailpage_o01_s00?ie=UTF8&psc=1The insulation of inner wires is too slippery and more soft than usual insulation. In this stripper the bar coming down to hold the cable would severely damage insulation. Also gage 16 position of the stripper was too large just scraping insulation without cutting and gage 18 was too small cutting off some strands.
After many unsuccessful experiments I ended up using old an fashion stripper. I would just press onto a wire with 18 gage knife opening, turn stripper 180 degrees back and fourth and pull insulation off. It worked perfectly 9 times out of 10. The 10th time this left a bit of insulation I cleaned up under microscope.
Internal wires seem to have 3 layers on insulation: Teflon, Kapton, plus a third thin layer that I was not able to identify. The wire on the inside is multi-stranded. However it is twisted and pressed into round rigid shape. I used one of the recommended crimpers: Panduit CT-1570. It is very beautiful, german made precision instrument, however it is also very expensive. I would position the crimp in the tool to be perfectly centered and aligned and press on it lightly, so I do not have to hold it anymore. Then put the wire in and press down fully.
The heat shrink included in the kit appeared a little too tight for crimped cables, so I widened it a bit with needle-nose pliers: just stick them in and carefully pull handles apart to stretch the heat shrink.
Soldering on a shield/guard wire:
And finished product (heat shrink on crimps not yet shrunk):
When finished, I realized that I could not put these cable onto 3458a. I did not know that binding posts came in different thicknesses. These forks have about 5.3mm between tines. This was sufficient for 732a, but not for 3458a. Binding posts on ESI resistors were even wider at 6.3mm. There was no possible way I could widen the fork this much by stretching without substantial deformation. I ended up making a simple contraption to help me to file tins down a bit to get 6.3mm between them. I can confirm that forks are bright red copper on the inside. The filed part will surely oxidize. I am not too concerned about that, as this is not the part of the fork that is making the main contact. And even it if touches active part somewhere if should not create thermal voltage. I am considering bending the forks at 90 degree to make it easier to attach them to binding posts.
As a part of my kit, I also received plug in terminals to be used with meters without binding posts, like Keithley 2002. They are beryllium copper, so same EMF coefficient as solder, so I soldered two of them together as a short for testing. They feel kind of tight going into a terminal and I am concerned about scratching internals. I am not sure if I will end up using them.
I am planning to do some testing of the cable and this short and will post results.