Stripped a VGA cable, and turns out the problem is the cable itself, not the connector.
The ground pins are connected to exposed shielding wire that are all wound into one mesh.
Found 16-core cables on eBay but they're like £30 for 2 metres. Too expensive for my liking.
Bought 2 male connectors and will neatly solder two CAT5 cables to it, and maybe use a neat spiral thingy to keep them together. Maybe try and find black CAT5 so I get a nice finish.