Strain Relief for Small Wire Connectors
Wires often break the way you show if they are not properly crimped. This can create a pinch point near the edge of the crimp and cause them to break easily. Are you using the correct Molex Picoblade crimper with the correct AWG pins and wire? Is your strip-length correct? Is the wire insulation diameter small enough to be captured by the crimp? (I am having this problem presently)

One thing I like to do is braid or twist the wires making more of a cable. This helps the strands act as a larger, stiffer piece of cable rather than a bunch of tiny wires.