Twisted, not shielded, cat-5 or cat-6 seems the right choice.
How about this.
I2C
pair 1: SCL+ground
pair 2: SDA+ VCC
TEMP600
pair 3: OUT and ground
VCC from I2C wire
DHT22
pair 4: OUT and ground
VCC from I2C wire
Grounds only joined at Arduino end.
Leo..