As a matter of practical observation, I have determined that load cell screens MUST be connected solidly to the enclosure at point of entry (assuming the case is indeed a Faraday shield). It helps if the screen then continues internally to the point of connection to the ADC/pre-amp differential inputs (hopefully with further RF filtering elements). But the screen should not be connected to the analogue groundplane there. There will, of course, be galvanic connection between the case and the analogue groundplane somewhere.

So, in effect, the cable screen does become an extension of the Faraday shield.

If you don't connect the screen to the case at entry, you have little hope of passing ESD/EMC immunity testing. Can't remember if the thread has mentioned this, but load cell cable screens are almost never connected to the cell substrate (or anywhere, for that matter) at the 'business end'. This is good, because you can't inadvertently create a ground loop.

If your case is not a Faraday shield, you must take the least worst alternative of connecting the screen to the analogue ground directly.

Dave