Ford documents refer to it as a "Sunroof Cable" even though it's for the shade. There's a sku for the driver side and a different sku for the right. The sku for the left/driver side is FT4Z-58500B01-B. Tons of parts places online offer it for $130-250. Try your local dealer first, but mine wanted full retail.
Open the shade and open the glass roof all the way first. You have to drop the headliner, which means you need to remove the A, B, and C pillar plastics, the overhead console, the seat belts, grab handles, and visors. That takes close to three hours. The screw covers for the visors are pretty much impossible to remove without breaking the one of the two tabs. The overhead console is more delicate than most people think, so be super careful with it (review youtube thoroughly for that one). You have to take special care to remove the C pillar plastics since one fastener is supposed to pull out of the metal body hole without pulling it off the plastic. You'll have to giggle it around a lot and pay attention to the slot shape to get it out, otherwise you'll break the plastic.
Once the headliner is down, you'll have to unscrew one star bit screw on each side of the glass roof bracket (using a long shaft). There are two motors in the rear above the headliner. One is for the shade and the other is for the glass. Once you remove the three screws for the motor, one cable can be replaced in about 15 minutes.
If you're considering a rear camera for your dashcam, this is a good time to run wire through the rubber conduit between the chassis and the tailgate.