I have had a look at a fair number of wiring harnesses suggestions, from IronGear, Seymour Duncan, etc., as well as others online, mainly for dual humbucker guitars. The shields are used for ground connections, and connected to the pots' casings, daisy-chained usually to the sleeve of the output jack. But in electronics 101 you learn that shielding should not carry current, and should be connected to the ground at only one point, closest to the device it drives, in this case the output jack's sleeve. The connections would be more complicated, true, but why is this approach not being used? Would it make too little difference to the signal quality to bother? Just pure curiosity.
Comments
If you want to use a proper star grounding scheme in a guitar with a common master volume control you should use the volume pot, not the jack - that's the source of the signal seen by the amp, and the connection to the jack is just an extension of the guitar cable. In a Gibson-type guitar with the switch last before the jack you should ideally use the switch frame, but that would make the wiring very messy, so usually it's best to either choose one volume control (I always use the neck because it's closest to where the tailpiece ground wire is) or use a dedicated terminal in the middle of the cavity, as Gibson do on their modern guitars with a grounded plate that supports all the pots.
Poor grounding connections are often much more of an issue than duplicating them, so I usually prefer to solder wires between the pots even when they're all in contact with shielding foil, eg on a Strat.
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In the scenario I was presenting, then, the connections would need to have a TRS jack, whith a specific two-wire+shield cable that would carry the shielding across the whole cable, and then to connect the ground to the shield at the amp plug. Quite convoluted and unique cable for that specific guitar