Hi,
I've always bought a kit that comes with the drive, the servo and cables. You can certainly buy Delta cables as spare parts, and I think you'll probably have to get genuine Delta cables.

If you had the servo working hard and threreby drawing significant AC current continuously then either a two stage EMI filter and/or a line reactor would be indicated, but with a fourth axis it will draw next to no
current 99.999% of the time. Don't think an EMI filter or a line reactor is called for. I'd try without...you'll soon know if you need to up the game, but I doubt it.

My servos have eight wires in the signal cable. Four for the Step and Direction (two each being differential), one for an Enable, one for a Reset, one for an Alarm output from the drive and a 0V Common for the single ended signals
(ie excluding only the differential signals).

Craig