As far as your outer jacket not showing up, I can't help you there for the time being. But if you would like your shield wires to show up in the 3D model, you need to name your shield port. Ours are named Entry_0 which indicates a shield port in our designs. You need to highlight the connector or component you wish to add the shield wire to, then select a port that you have designated as a shield port that will have the entry port information. This will ensure that it is a part of the connector you are trying to run a shield to. You also need to place this Entry_0 port on your modeled connector with a coordinate system where you would like it to be placed virtually so that the program knows where to route it to. That should take care of your shield wires not showing up.
Hope this helps out in one area at least.
Would it be possible to see your .xml file? Sometimes I can tell more about what is (or is NOT) happening in RSD by seeing the output in the XML. I've become very good at making my own NWF files (without RSD) in replacement of the XML's. I realize RSD purists don't see the need for this... but understanding the nomenclature of the files really helps you troubleshoot.
I've not tried multi-level cables in several years but I'd be happy to take a look.