Yes, you can make up your own cables from scratch for a fully modular PSU. However the cables use the Molex female ATX pins at both the PSU and Motherboard end so you will either have to reuse the existing housings or buy replacements.
Although many PSU housings are universal in that they're used by different manufacturers they are very often connected in a different way by each manufacturer. You shouldn't try plugging cables from one PSU into another even from the same manufacturer without carefully checking with a multi-meter or PSU Tester as there's a risk of damaging or destroying components.
The first housing you linked to is used in extension cables but the second one is used for the motherboard connection.