Either method (wirenut or similar; all wires enter from the same direction) or lineman's style makes a perfectly functioning splice if done in a workmanlike fashion. Which one I vote for depends upon how much space the wires and the big fat splice take up.
I like to slip a piece of jacketing from some coax cable over the soldered joint and enclosed all in shrink. I don't fully trust shrink-tube (only) for a HV splice. It gets thin as it gets stretched around a soldered joint. If you're using a wirenut, that's sufficient just as it is. I like to throw a tie-wrap (or two) around the wires going into the wirenut for strain relief. I kind of prefer the wirenut same-direction approach if it allows the wirenut to be tucked into some otherwise unused space. Also, for HV, I am most likely using heavyish wire so it might have some curl to it. In general, I don't use heatshrink at all---I just look for some coax jacketing that will fit tightly over the soldered joint, one-way-entry-prepped as if it was going into a wirenut, and hang off the end of the internal solder joint by 3/8" or so, empty. Just a tight-fitting tube held on by friction, but more abrasion resistant than heatshrink. I have soldered joints that have worked that way for 30 years. Belden 8451 (twinax #22 AWG w/foil shield) or 8422 (similar) is utterly perfect for insulating soldered joints between your lightweight hookup wire, though it may not slip over cloth-covered wire so nicely. Either way, "wirenut" or lineman's style. Comes right off should you need, stays put very well over the roughness of the solder joint. Free. If you are wiring a new studio, you'll have hundreds of 1 inch long little tubes and or 6" odd lengths of 8451 jacket and you fill up a pill bottle with those and just slip them over spliced solder joints on a temp basis and you're done.