Thanks to Fraser
, equipped with all the information he provided here, I decided to go the DIY way and make the probes.
For the miliohm probes I bought these cheapies, fairly sharp:
http://www.ebay.co.uk/itm/221771743126The cable is pretty much just held by strain relief plastic, so I cut cable there, drilled through the strain relief and by pulling the tip I could get remaining wire out. Then cut remaining cable close to the back side of the tip and I've used RG174, poor-man Kelvin soldered there. Coax diameter roughly matches the original cable. After assembling everything I put a drop of super glue in the strain relief and between needle plastic and handle tube. On the other side I used NYS322 connector from Farnell.
Drive probe is just MAS 50 connector from Farnell, fine silicone insulated wires terminated with pin header connectors. This way I will be able to change between small micrograbbers (from logic analyzer), normal hooks and pin headers.
Current sense probe was a bit of long shot. NYS322 connector as before, 0603 1 Ohm resistor there inside, RG174 coax and LQH32CN221K23L inductor from Farnell. It is very small (1210) and I checked it with DE5000 and got similar readings to what Fraser measured.
I still need to read the manual to make sense of the noise this box makes, but the current sense probe test was I think most intuitive and it seems to work well. Now I need to design & 3D print appropriate case for this inductor.