After starting this thread, I was looking for a solution that would work for a tiny space where I am not allowed to mount anything on the walls (rented flat). And I chose the most difficult option: to build a cable organiser myself. It took me several tries and this is what I got 2 years later:
It does the job for a small system and fits nicely on the desk.
I posted my story on Reddit if you're interested in the details.