I have not tried to run them side by side in the same cable chain. I plan to run a second cable chain beside the main one to handle the spindle and the water lines. Having a 3D printer allows me to print out a bigger sized chain and to make custom attachment points for the dual chains. This is on my list for CAD work tonight as a matter of fact. I was lucky enough to have bought my spindle and VFD from a US seller and the bonus is that I got a nice full manual in ENGLISH and it is very well written from what I have seen so far. Going over settings tonight and just about have everything set up the way I want. Should have the built in relay running the coolant pump shortly.
As a point of fact though you really do want to try and find a way to put them in a cable chain of some sort as they need protection from kinking and abrasion. Kinking the water supply off during a job would fry you spindle and I do not even want to think about the idea of the wire somehow being nicked or abraded and shorting. Unlikely I know, but not something I wish to risk. Though I used a 14/4 SJOOW cable for the VFD to spindle run so I have few worries about it wearing out.