Solder the wires together, each individually heat shrinked (except the shield), shielding done with copper foil wrapped around the pairs and soldered to the shield ground. Then add a layer of hot glue over it and finish off with heat shrink, using enough length to allow it to grab onto the outer insulation on the cables. It would be better to have a little too much hot glue than not enough, since it's very easy to clean up the excess after letting it cool.
If moisture resistance is important, use electronics safe silicone adhesive instead of hot glue. (The curing time will be much longer than usual due to it being sealed in heat shrink.)