How to represent off board parts /wiring looms in Kicad?
Usually schematics only contain a single board or a subset of a board.
Having cable assemblies or component assemblies within the schematic of a board is not common in the industry.
This kind of information is usually held in assembly diagrams.
There is even cable assembly drawings that depict electrical and mechanical assemblies of cables and wiring looms.

Now, if you do this for hobby use and lack of tools/convenience nothing is stopping you really.
Be absolutely sure though to have the polarity of those connectors right.
Also, when you do this, your cable assembly will become part of your netlist and physical parts (footprints) will appear when you load the netlist in the layout tool (PCBnew in this case).