Need help with wiring of in-line ventilation fan

I’ve got this fan to install as part of a heat transfer system. The fan is controlled by a touch-screen thermostat/control unit and has three speeds.

I understand the supplied wiring diagram, but I’m wondering how best to implement it.

Should I find 4-conductor cable and join the neutral back by the control unit, or run a separate wire for the neutral?

So basically, whats the best way to physically run the wires?

Thanks