But probably extremely hard to execute, any residual oil, magnet/shaft wear from a pump, or other impurities would change the dielectric and resistive properties of the insulator of the cable.... it would be a nightmare to keep consistent.
I presume it would have to exists if the cables exist - I assume the water wouldn't cool that effectively unless the terminated end was part of the loop, so unless the water channel actually is split for out and back and it's terminated before the bulkhead, they would have to be out there somewhere.
Maybe a place to start is contacting the manufacturer of such a coax cable? I'm sure they'd be happy to point you to their own parts if they have a commercially available stock, and maybe that can give you a physical feature to look for in other connectors or a baseline to have one machined yourself. Maybe there's even a water cooled coax that just has the water in a jacket, so that you can use a standard connector and then the water line goes to a separate connection straight out of the jacket.