but when i use HDMI cables i don't get any connection
HDMI uses high-speed connections, this requires high-frequency signals. To maintain signal integrity (keep the signal as it should be, not distort it) these signals need to be transported over a proper transmission lines. The HDMI cables are constructed such (small coaxial/shielded cables) that they are proper transmission lines for these signals. Your breakout connector and wires are not proper transmission lines for these signals.
So what happens is that your "contraption" causes reflection and attenuation of the HDMI signals. The electronics at both ends of the HDMI cables try to setup a connection but fail because the signals get distorted too much.
Usually you might sometimes get away with cutting open an HDMI cable, separating the wires and then making the connections you need, provided you keep everything small so that the "disturbed" section of the HDMI cable is as short as possible. But even then, no guarantees.