Get a few of the connector bodies, you'll need the 3-pin, the 5-pin at least. I invested in the crimp tool some time back, now I can make cables for all the common Lionel and MTH connectors from 1.0 mm to the 2.54mm ones. It comes in very handy when doing these kinds of things.
I looked and you're apparently correct, the last three Cruise Commanders I just got don't have that cable. Good thing I can make them.