Kelvin probes are often homemade. That does not mean necessarily cheaper, but usually somewhat cheaper than a big brand name set. The reason folks build them is to achieve some function, or combination of functions, that they desire... Like the choice of end clip... Or, wanting shielded cables having a separate banana plug to ground... They can be made from all discrete parts, or by making adaptations to sets that are close to what you desire.
I bought several different types of parts to build different sets with different features to try. I purposefully paid for the well made clips. However, it turns out that those clips are just plain too big. ~$15-20USD
I did also buy smaller clips. They are not as heavily constructed. But, I may finish building them up, because they are smaller and should be easier to attach to the DUT.
Hmm... I wonder if I could file down the wide nose of the better clips to make them thinner? Well, they don't much work, now, so there really can't be any loss in trying.
Usually, it best to stay away from Ebay and Amazon. However, for these parts, if you go with parts others have already proofed, it will probably be okay.
There are lots of these projects on this Forum, YouTube and Google. And, there are lots of things you need to know, before setting out to build them. Its not a tough build, but it would be easy to miss some point that other folks have already sorted out.