Well, here is some instructions in form of attached image (for now).
Note: from Illustrator tut. create only the 3 shapes "step 4"
and be sure that your basic shapes are curved smooth.
Improve and edit shapes add colors, some inner little shapes as textur with some transparency.
I cannot say that my rope brush is really real, it looks like a plastic rope, but itīs an experiment with XD brushes.
Now, try it yourself and then if you want to have .xar file will share it with you after seeing what you have done.
Hope that help you.