Think things through.
You should be connecting to the ground, as you do, and to the shield. Remember that the shield limits radiation like this from coming out of the wire. For this kind of testing you want the greatest possible radiation of test signal.

The purpose of the shield in normal use is to keep signals outside the wire from getting to the wire, and to keep signals on the wire from getting outside the wire. This testing is not normal use and we want to exploit what the wire parts can do rather than what we usually use it for. (This is exactly what I meant in an earlier post when I said I like to know more about the things we're dealing with than is required for normal use.)

When you connect your toner's hot lead to the inside conductor of a shielded cable, but the shield is not grounded, then some signal from the center conductor will leak out. That is what you've been testing with.

Connect the toner to the actual shield! Then all the signal will radiate off the wire.

That is, unless the shield is grounded somewhere.