This is a 4 pin to 4 pin JST-GH Shielded cable.
The cable type is the same as used for the Here3, round shielded with 4 wires red, black, white and yellow
It can be used to extend CAN or I2C devices that require the 4 Pin JST-GH
The picture gives an example of this by connecting the Cube to the Splitter with this cable.
For longer cables (50cm+) you may need to power your CAN devices separately from the carrier board, be not to send power back to the cube carrier this way. Make sure you know what you are doing before trying this or when using longer cables.