Coaxial and other shielded cable are used for low-level signals in audio/stereo and video systems.
They employ stranded wire for the outer layer. This is to create a mostly continuous tube of conductor around the central cable, to contain or keep out electrical radiation. It would not be practical to have a solid outer layer - that would be more like a pipe and the cable would not be usably flexible.
I believe the inner conductor can be solid or shielded, depending on the application.
In addition to braid, the outer conductor can be foil or (more commonly) a layer of braid and a layer of foil. Belden 1694A is an RG-6/U coax cable that has a foil/braid shield.
Coax cable with a solid and semi-rigid outer conductor has been available for many decades, though it is most often used in microwave systems.
RG-6 is not used for baseband audio.
And then there is “Quad Shielded” coax…
https://www.perfect-vision.com/PerfectVision/CoaxialCableGuide.aspx
quad shielding is to prevent signal ingress/leakage at CATV frequencies (7-500 MHz.) it has little to no relevance to baseband audio (DC-20 kHz.) even worse, a lot of RG-6 uses a steel conductor with a thin layer of copper plating on it. it’s fine for RF applications since skin effect is significant at those frequencies, but it would be not-good for baseband audio since the skin depth is too great and steel’s resistivity is higher than copper.
