No point in constructing your own 10x probe for 1 Mohm inputs in my opinion, performance will be inferior to even cheap no-name Chinese probes because you won't have access to the resistive coax they use (no, this is not standard RG-174). Mechanical construction will also be tricky.
Instructions for constructing resistive divider probes (good up to maybe 1 GHz, but high DC loading) are on Doug Smith website, searching for 'Doug Smith probe' should find it. Some instructions for a wire loop probe are
here. Both will only work with 50 ohm inputs.
The only way to have a probe with decent bandwidth work with both 1 Mohm and 50 ohm inputs is by using a feed-through terminator to terminate the 1 Mohm input into 50 ohms. Not sure why you'd want to use this instead of a real 50 ohm input, though. Performance will be inferior.