I have tried Option #1 with the screen connected to pin#1 at the XLR end and as a second experiment with the screen connected as above and also tying the screen to the return at the RCA end. This second method helped to drop the hum but it was still noticeable. I don't like this option as it seems to add some extra capacitance to the cable and has an effect of flattening the "3D" imaging.This should have worked.
What happened when you lifted the ground connections on the power cords?
How were the Lundhals connected? The link you provided does not give information about impedance. Your preamp may have had troubles driving that impedance. Jensen makes transformers for this application that do not present problems to tube preamps in general.