Yeah, looking at the hobby grade diplexers, they are all designed around amateur radio bands and will miss chunks of spectrum you'd want to listen to. You can always build what you want, but you're still going to have some dead areas around the cutoff frequencies.
Simply T-ing the antennas together won't work, as there are a lot of variables involved and it doesn't necessarily work out to 1+1 = 2.
If you are using a consumer scanner with P25, DMR, NXDN, etc. there really isn't going to be anything interesting above about 960MHz. There's amateur allocations at 1.2GHz and some others above there, but in many areas they are not very popular. The commercial stuff up there is going to be digital or wide band stuff that your scanner won't decode.
I'd set your focus on the 30-960MHz range.
As for coax….
Some may tell you to use RG-6 satellite TV cable. That can be a good option, but it's difficult to find the N connectors that the Diamond antenna has. You can get a version with UHF/SO-239 connectors on it, and you can use the reducers for the PL-259/UHF connectors to fit RG-6. You really don't want to use coaxial adapters as part of a permanent install if you don't have to. They become a weak spot in the long run.
RG-6 will work, but the LMR-400 will give you better performance as you go up in frequency. I'll add that you need to make sure you are getting quality LMR-400, preferably the Times-Microwave brand stuff. Be careful about anything that says "LMR-400 equivalent" or is some other brand name than T-M.
If you are going with LMR-400, either install yourself, or pay to have the correct N connector installed on the antenna end. Make sure you waterproof the outdoor connection properly. That means a layer of electrical tape overlapping passes from the antenna down past the connectors. Use a layer of self fusing sealing tape over that, extending past the last wrap of the tape, then put another layer of electrical tape over that. That's the industry standard and it works well. Water in your coax will turn things funky in quick order.
On the radio end, get the coax terminated with a -female- N connector. LMR-400 is pretty stiff and you really don't want to connect it directly to the antenna jack on your scanner. It'll put a lot of strain on it. Instead use a short jumper for RG-58, LMR-200, or other small flexible cable to make the final connection to your radio. So, you'll want a short jumper with a male N connector to whatever fits your scanner.
Don't forget proper grounding and lightning protection.
Separation between the transmitting antenna and your discone should be as much as possible. There's no hard and fast rule that I can provide as every situation is different. If it's too close, the high TX power can get into the scanner and cause issues. More separation is better.