Good cable and connectors can set you back by several thousand dollars.Another domain where that is true involves logic analyzers. A few years ago, on a bit of a lark, I bought a (used) fairly high-end Keysight logic analyzer. The kind of thing that cost like $20,000 or more when it was brand new. But I got a sweet deal on it, so I bought it. Only... it came with no test leads. And then I started shopping for the leads.
Yikes.
I forget the exact numbers now, but as best as I can recall, the leads came in 64pin sets, where the device supported up to 4 test lead sets, for 256 total channels. And just one of the 64pin test lead sets cost something like $1500. So a full set would cost another $6000 on top of the device itself. I think that was about what I paid for the analyzer itself in the first place!
Now I don't regret buying it and in truth I never needed to use 256 channels anyway, so I only bought 1 of the test lead sets so far. But yeah... test leads / cables /etc. for high bandwidth / low latency / high frequency applications get pretty damn expensive.