It broke right where the wire goes into the MMCX connector. Because I wear my LZ-A4 "up" to wrap behind my ear, basically the cable was constantly being pulled 90 degrees at where the cable meets the connector, so the clear plastic 'wrapper' cracked open exposing the black plastic cover of the wires. And I guess through the cracking and stretching, the copper inside probably got broken or stretched and doesn't connected properly anymore. When I first noticed the crack I came here asking people about MMCX cables. Thanks everyone! Hopefully I'll get the replacement soon.
Btw, I also emailed PenonAudio (they sold me the A4 in February 2017) to see if I have any other options.
Thanks for that info! Love my A4s so may need to order a backup cable in advance as I also wear them 'up'.