Phono preamp/turntable connection question.

Tone arm to preamp. If that connection gets messed with, nothing you can do about it downstream.
FWIW, cartridges are a balanced source so you can run a balanced connection between the tone arm and preamp. Balanced lines are more neutral, so this connection will deliver the signal better and the cable isn't (or doesn't have to be) expensive.

Agreed.  Use the best cable from table to phono stage.  You are sending much lower level signal and as atmasphere said above, if that gets messed up in any way there is nothing you can do to fix the signal.

+1 atmasphere

My experience has told me to use the best cable from the SUT to the phono ~ since the SUT is doing wonderful things with the signal, keep it as short as possible.  If no SUT, then use your best cable from TT to phono.

Yes.  But you should experiment, besides you may not know which one is 'best' cable.