General consensus is to attach the screen at the source. But you are correct for your type of connection. The best point for the shield is the path with the lowest impedance to ground.
Ideally you should test it with some screw type rca connectors. 3 configurations (both connected/source/end) and listen for the best result in your system.
In an ideal world every manufacturer follows the AES 48 standard.
https://www.aes.org/standards/comments/drafts/aes48-xxxx-190121-cfc.pdf