I personally wouldn’t bother with shielded cable or connecting it … it doesn’t add much if anything for the very low speeds we use with our streamers and adds complexities.
The cables themselves are twisted which is like a form of shielding anyway.
As far wiring up connectors, choose whether you want a Cat 6 or Cat 5e connector and practice a few times. It is quite simple and easy to do once you have practiced a few times as with many things… modern RJ45 crimping tools with specialised connectors are very easy to use… and you can ensure you have the correct lengths, important for home infrastructure wiring. For short patching leads I would buy ready made leads as you only need short specific lengths.
Do get an Ethernet cable continuity checker, that is very important… they are only a few pounds, you don’t need anything fancy… it simply confirms the pin outs and correct crimping… there is a lot of mystique around Ethernet wiring, especially in the consumer space, and it really is rather straightforward and robust… perhaps it’s because there are normally 8 cables and you typically use a crimping jig.
I would steer clear of Cat 7 and Cat 7A, they are not popular cables for Ethernet , and there are issues over Cat 7 connectors… I would use Cat6A or Cat 8, if Cat 6 or 5e is not good enough, both of which are specified to RJ45 connectors… but for home use Cat5e or Cat 6 I suggest is fine.
https://www.cablematters.com/blog/Networking/what-is-cat7-and-why-you-don-t-need-it