Hi @suezere - thanks for your interest! The problems I had building this were discussed in this thread. Hopefully that gives you the information you need! I also made a pull request into the PX4 firmware with the edits I had to make to get it to work.
As for model directories and links, the cable and load models went in parallel directories to the x500 model: Tools>simulation>gz>models>[cable or load respectively] and are just regular SDF files. The connections were created in the world file (I just edited the `default.sdf’ world file for now) with regular SDF joints after the x500 drones, cables and load are included.