3 wire signal to 4 core shielded twisted pair
Since you already have return paths for both signal (green) and power (blue) inside the cable, you want to make sure that the shield does NOT carry any current. This would only unbalance your balanced pairs. Connect the shield to the circuit at only one end (the end that has the more solid earth connection), using it strictly as an electrostatic (E-field) shield. At the other end, the shield can connect to the enclosure, but there should be no connection between the enclosure and the circuit at that end.