Use a USB3.0 cable, which includes an appropriate shielded pair for both TX and RX. DP/DM can be used for REFCLK. It’s not perfect but it will work. This is exactly what a ‘GPU Miner’ slot adapter uses. Example: https://www.parallelminer.com/product/usb-3-0-pcie-riser-card-expansion
If you want your cable to be exactly PCIe compliant, consider SFF-8639 (U.2), iPass, Firefly - all designed to carry PCIe. SFF-8639 carries up to 4 lanes.
You can also consider USB Type C, with the appropriate signal set used for PCIe. This is what Thunderbolt 3 uses. It can carry 2 lanes if you need that.
In any event do connect the shield grounds, as they prevent common-mode noise from each pair from getting into the adjacent signals. Differential impedance is set within the pair by wire size and insulation, which is mainly what you care about.