I've never made cables for a SFX PSU before, but I built a little system with a Corsair SF850 atx 3.1 and the PSU side of the cables has like... smaller versions of the typical Molex Mini-Fit Jr connectors normal PSU's use. (It's the Corsair Type 5 Cable)

Is it Molex Micro-Fit 3.0 ? I haven't been able to 100% confirm this.

And if you happen to know, where can I get a couple and some pins? Actually where can I buy some of both? I have a kit of 20 ea Mini Fit jr connectors I got a few years ago that I have used from aliexpress.

MDPC-X sleeve and printed combs. Case mod credit to u/DRA6N - it's going to be a great build.