Andyr,
1. Your point is interesting ' if you've miles of unshielded cable leading to that last 6', why....", and its adjucnt, 'if you've miles of poor quality wire leading...' I could make the argument that is really the FIRST 6 feet of the electrical ciruit, but in truth, I've no clue. I can only rely upon my own 'scientific' subjective evaluations, admittedly, by definition flawed. And no, its not going to remove whatever rfi has already entered. That should be addressed by whatever 'mains conditioning' you choose to implement. This can be as simple as an X2 capacitor accross the line for each mains circuit, to whatever level of complexity you desire.
2. Yes, braiding (or twisting) increase emi rejection and decrease radiation, and also increase capacitive coupling, which can be a good thing, or very bad; it depends on 'to what' and the magnitude of that capacitive coupling. While I view high line-to-neutral capacitane as a very good thing which actually does act to remove noise, others would argue the benefit of that architecture come fron low line-to-neutral inductance. I've never seen a mathematical derivation of different kinds of braiding's characteristics, but twisting, both pair and star-quad is fully characterized in the repetroir of singnal transmission technology. A non mathematical puff piece is here -
http://www.canare.com/catalog.htmlgo to 'cable', then 'starquad speaker cable', then 'Tech Note'
Personally, I think braiding is an evil joke played by Ray Kimber, who's PBJs and 4TCs started this travesty and I truly despise their characteristics.....I know, yes... it may well not be the architecture, but a characteristic of the wire itself, the stereotype of the worst of 'teflon sound'. And the teflon/silver versions aren't all that bad. But others, who I respect, seem to like this braiding stuff. After my traumatic experiences with Kimber, I've religiously avoided braids. Its a phobia.
3. What you are describing is floating the shield at one end, an attempt to form a Farady Shield around the cord. I've not heard the cord, don't understand the rational for the braiding given the shielding, sorta understand the rational behing the shield approach. When I've floated the shield on the load end on the Asylum Cord, I can't say that I'm sure that I could detect the difference between that and connecting the shield at both ends. I've nothing to form any real opinion.