Started off by soldering the cables together:

I then insulated them with a few coats of liquid tape:

Next, I wrapped some insulating tape around them, just to be on the safe side (as the liquid tape can sometimes leave holes)

I then spread the shielding as best I could (i.e. not very well!) around the join

This was then covered in thin foil (lucky it was Easter - this came off an egg!)

Finally, I pulled some heatshrink over the lot, heated it and sealed the ends with more liquid tape:

Should keep things fairly waterproof. Would have preferred to use unbroken lengths between the EDIS and the sensor but don't have the means to remove the existing pins, let alone re-use them