most modern M do not have any strain relief on the keyboard side, so pretty normal that your unicomp cable did not come with it.
the extra screw is because some M do have the cable shield tied to the metal backplate of the M, all mine have this, although only one of them is not unicomp.
really who cares about the color of the internal wires, as far as i know IBM did change them a few times, so not that the unicomp would match would be a fit of luck
as for the shape i think unicomp only make straight cables, but there are guides on how to coil a cable though, although for the color i thought there was 2 options, beige and black, maybe check you ordered the right one before complaining.
i think that Unicomp is more of a making it work company rather than making it pretty, so they sent you what would make your keyboard actually work, and they did not do too bad of a job at it given that it does work. if you want it pretty as well i think you need to give them precise instructions.