I have spent a great deal of time and effort on this issue of power cable shielding and can share some of my thoughts with you. A conventionally shielded power cable where both ends of the outer shield are tied to ground is more an antenna than a shield. A
few cable manufacturers get it right - like our power cables - where the outer shield is tied only at the IEC receptacle ground and not at the male plug end. That’s for starters.
One other characteristic I have noted. If the shield is too close to the conductors we get a pinched character to the sound. You want the shield as far away as possible. Or, no should at all, like AudioQuest Dragons I like. Here they do a twist
in the conductors to help lower EMI.
The biggest problem you’re working to solve is not shielding against radiated noise coming from the wall socket, but rather the noise coming from the equipment itself. DACs, for example, a really noisy and if you don’t manage to take care with
cables, you can spew much around everything else in the system.