Occasionally it seems that even with the excellent cables provided with the Pixhawk 2.1 - you'll need to make a special cable.
9 of the connectors on the top of the Pixhawk 2.1 are JST GH connectors
I didn't see specific part numbers or sourcing for the plugs - so I'm posting it here.
There are 4,6, and 8 wire sockets.
Here's the part numbers (JST, then Digi-Key) for the mating plugs:
4 pin - GHR-04V-S 455-1594-ND ($ 0.0928 ea in 25 qty)
6 pin - GHR-06V-S 455-1596-ND ($ 0.1296 ea in 25 qty)
8 pin - GHR-08V-S 455-1598-ND ($ 0.144 ea in 25 qty)
Crimp pins -- SSHL-002T-P0.2 455-1606-1-ND ($ 0.0649 ea in 100 qty)
I have a hand-crimper on order from Amazon - if it works I'll post the results here.