I just realized something else with Vasquez, specifically her smart gun. Ever since I got her I've been trying to figure out where that extra bit of cable goes. It looks to me like the factory assembled the arm backwards. Compare your own figure to the pics on the neca website's gallery -
https://necaonline.com/2016/08/closer-look-aliens-series-9-action-figures-vasquez-frost-and-albino/
You can detach the piece that connects the gun to the arm, it's the same fit as the one on her armor. You can flip the arm around, and then the extra cable piece can go behind her and slots in under her shoulder lamp - between her back and the lamp pack.
Yep. I noticed that too. I def got one with the arm backwards relative to the cables. The other one was fine.
I would run the free end of her cables under her chest plate though. In theory, one of the cables should connect to the other side of the hookup for the headset. One disapears behind the plate. In NECAs case they are glued together, so I just stuff them both under the chest plate.