I'm not that expert, But here is a solution by me. Hope this helps.
Start SolidWorks in Part mode.
Front plane>>Sketch. Draw four circles in each quadrant tangent to horizontal and vertical axis and trim the inner segments towards the origin.
Extrude it by considerable length.
Choose the extrude body as flex input and choose twisting type flex.
Enter an angle value of 720 or whatever satisfies. Click OK.
Now we have the body of straight rope.
Select the rope body as flex input and change the flex type to bending and enter a radius value of 50mm or whatever.
Click OK and we have the rope created.
In assembly it will be like this.