We use large fuses as cable protection in car audio in the power feeds we run from front to back.
The general ANL fuseholder just has a couple of mounting points you wire onto. Generally you cut a short piece that is within 300mm of battery and lug one end to mount to fuse holder and the lug the other end to the main line that routes back to the front.
Otherwise you have compression fitting fuseholders which utilise allen screws to hold the cable in place.
I have a big lug crimper which I use to crimp 70mm lugs for the competition setups, but I'm sure you could rign around soem electrical places and see if they will let you lug up some cable in their hydraulic crimpers. Other wise hammer and mash or vice works but looks untidy.
cable lugs:
fuseholder (similiar):
Check my battery relocation tutorial that is floating around in the car audio section if required.