Not sure on the primary ground but there is return and safety ground.
The primary is connected to safety ground only at service entrance where the meter is.
For most VFD installs, there is no Neutral (return). At least, not one that is in use. They don't need 120V, so you just use L1, L2, and the safety ground. If you do use a neutral, as you mentioned it should not be bonded to the safety ground. If I had one in the wiring, I would just cap it. Obviously, the AC wiring details vary by country. For those without the split-phase setup we use in the US things will be different.
I haven't seen any noise issues on my setups from unshielded wiring. I would suspect the DRO would be the most likely thing to be affected, but it's fine. I do always keep an eye though. I suspect the DRO scales are shielded, so they don't pick anything up, and the head is on a separate 120V circuit, so it's less likely to pick up noise from the input. I also put the DRO runs on the opposite side of the machine from the VFD lines. Distance and grounded metal are your friends when electrical noise is an issue. If you can, crossing at right angles rather than running parallel with the other lines also helps reduce coupling.
If I were in a professional environment, I would use the more expensive shielded cables etc.. At home I'm willing to work on issues like noise if it comes up and the wiring I used was available locally on the weekend cheaply. I can always order in the better stuff as needed. One of these days I'll find time to take the oscilloscope out there and search for any stray noise sources. And probably drive myself nuts fixing things till they are broken.
