Definitely make one yourself or have someone make it for you. Some additional considerations:
Maybe obvious: If you have an old patch/instrument cord with only one good end, you can cut off and discard the bad end. You have just saved yourself the trouble of soldering the male end. Strip the cut end to solder to a female connector
Instead of making it as short as possible, consider making it just long enough to attach the transmitter to your strap with a hook-and-loop fastener.
It's hard to tell on the photo the position of the power button. Make sure the female connector is wide enough to depress it when connected. (There is some variation in diameter between products.)
If you don't know how to make one and don't know someone who can do it, there are online shops that will do it, like Redco.