: How well should that be supported.

It doesn't really need "support", it's more a matter of keeping it in position than anything else. That's easily done by simply positioning it where you want it, then glassing it in place with small strips where they're needed.

BTW, with push-pull cable systems, it's neither important nor desirable for the cable to fit closely in the tubing. I snug fit just means more friction in the system. If you're making your own skeg system, be sure that you get 1x19 braided cable, rather than the more flexible 7x19 braid, which doesn't work well in a "push" mode.