Hi Teyber,
Yes, the shielded VFD cable is used to reduce electrical interference due to high frequencies produced by VFD. It is also has insulation which is better suited to such applications. The shielded cable used for the steppers may be intended for control circuits (low voltage) and may not have a high enough voltage rating for AC. I would stick with what you are using now rather than changing to the cable used for the steppers.
Yes, it is expensive and probably not easy to get in short lengths.
http://www.newark.com/belden/29500-0...conductor_None
If you phone around the local electricans who do industrial work then I'm sure you will be able to find a short length or offcut.
I don't have any experience with VFD installations using standard cable, so I can't really say if it could be the cause of your E-stop problems.
Cheers,
Mike