Always tricky!
But consider what each 'ground' is doing.
The shell of the connector is screening your circuit and the wires, so keep as much as possible any of this connection away from your electronics.
Use a short braid between the shields and possibly to any screening on your plastic case. This shield (in my view) should be connected to your FE to give a route for all picked up noise and interference to a ground.
Your circuit is now capacitively couple to the earthed shield and will pick up interference via this capacitance, so connect your 0V to this such that the electronics and shield are seeing the same signal and it is not coupled into your electronics. As there should be no dc current in this connection and RC connection as suggested should be a good one, which will prevent ground loop currents.
I'm not an expert, but have investigated this type of issue in the past and this method does 'seem' to work. It certainly helps the thought process of what is happening and what you are trying to achieve.