Not sure what you mean; I use screened single pair for the RS485, with the pair going to data A/+ and B/- and the screen going to ground. Should I be doing something else with the screen?
You are doing fine, strongly tie the screen to local GND close to the A/B signals (transceivers) at both ends. I just mention this because leaving the ground connection completely out from RS485 bus is surprisingly usual, you won't believe how commonplace it is, and companies like Texas Instruments show wiring like that on their appnotes.
I have already incorporated (switchable) termination resistors on the CAN and RS485 buses, but isn't it the bus master's job to provide bias?
It is not specifically the master device's job; a
well-designed master has a (usually configurable) biasing but unfortunately most designers do not bother and push the biasing down to poor field engineers who might have never heard about it. Modbus standard for example requires that
the whole system has biasing
somewhere, but doesn't say that products must offer it built-in, just that if they do, it must be documented in the manual.
The only reason why it's logical to have at master is because there can be only one master, and biasing is only needed at one place, so it's kinda sorta logical to put this 1+1 together. Technically it can be anywhere, though.
Never assume a product has biasing; if they don't brag about it they very likely do not have it.
If you are designing a RS485 slave device, then you probably shouldn't be designing biasing to it, but it's not a bad idea to remind your customers about biasing in your manual and refer them to the modbus specification (if your product uses modbus, that is).