RFI is possible but..........
If you happen to have the wires reversed from the trigger, meaning that the purple is not matched with the purple all the way to the IGN that WILL cause misfire. I had a pre-made wire from MSD that was backwards and I missed it. I had to adjust 10 deg difference from the correct wiring orientation and that should have made me check it then, but even with the correction in timing I had a high speed miss something awful.
As for the shielded cable, They are very useful if you are any where near your coil power leads or other current draws. The shield eliminates RFI that the two wires are very receptive to picking up.
Check the wires pal, otherwise the sensor is likely bad.
Bruce