As a comparison I bought a spare HD650 cable for a balanced mod. Inside the dualwire cable there where LEFT green(+) and clear(neg/ground) RIGHT red(+) and clear(neg/ground). Those wires where enameled type.
Not a knower of HD800. I did a search and those cables are really expensive. $218 for standard and $380 for a pentaconn version. Not a DIYérs dream exactly. I see they have some
LEMO <link type connectors. These can probably be bought. If you can find it in the very large catalog. I checked this out myself, when prospecting for AKG K812. Those are instrumentation type connectors, and I would guess around $35/each maybe $50 top. Not Neutrik prices but Lemo´s are certainely nicer.
So its probably possible to build these cables from the ground up. Those original and boutiqe cables are just dressed up stuff with some woven jacket and out of ordinary connectors. So get some parts and man up!
For cabling, search around some pro/studio webshops for a thin microphone wire. Forget that impedance matching Sennheiser makes a claim to.
Check out my
TUT/BLOG about ADI-2 pro balanced adapter and HD650 mod. Maybe you could get some ideas or inspiration there.