they exist, though they are big and stiff
You should look for a pair of DB25 to RJ45 adapters
https://www.google.com/search?q=eia+...9mAYUQ_AUIBigB
I use these a lot. Build some per the EAI 561 standard then build (and label) a couple with the pins swapped so that when you plug one of the swapped on one end they make a null modem.