I see the Retro Access cables actually input the audio at the console side, which absolutely makes no sense if you’ve decided to go for a separate NES audio output. However, that Scart adapter you’ve linked to, that might actually be a great solution.
Also, I read in the Retrogamingcables Pakapunch product description (that’s the cable I’ve bought) that there should be enough shielding to route audio through the cable anyway.
No, it makes perfect sense, because SCART was designed to carry all of RGB, composite video, and stereo audio, and a good, shielded cable will do that without noticeable interference, which is what the Retro-Access and RGC Packapunch cables will do.
According to the NESRGB documentation (here, under Other Notes), the only reason to not route audio through the 8-pin DIN appears to be so you can cheap out on the AV cable; meaning you should be perfectly fine running RGB and audio through the 8-pin DIN so long as you have a decent, shielded AV cable.
As for the SCART shim, I would only treat that as a bandage until you find a better solution. One of those should work, but, being so cheap, are likely very poorly manufactured.