Hi @jim_p, welcome to the forum 
One option here would be to order a custom cable (from a cable manufacturer) with different wires for the different purposes. A more common approach would be to use ethernet communication along a tether, which then goes through something like an Ethernet Switch, which splits out relevant signal to the camera(s) and the other peripherals (likely via some form of onboard computer like a Raspberry Pi).
Depending on your tether requirements, it may be helpful to use something like our Fathom X boards, which allow an ethernet signal to be transmitted over a single pair of wires (like our Fathom Slim), instead of the four pairs in a cat-5e cable (like our Fathom Tether), as @Boko suggested.
I’m not sure how your camera stream is encoded, but if you already have a Raspberry Pi (or similar) onboard then you can potentially use that to pass the video stream on to the tether connection. A Raspberry Pi has GPIO pins that can be used for sending PWM signals, so it should be possible to use that to control the thrusters and lights (with some code)