Inspired by idea of this thing: https://www.thingiverse.com/thing:742415
Made it slightly different, with 90 degree turn in cable channel at end, so cable will stay locked. Size gap for usb connector case is 0.1mm. Scale appropriately if Your printer does not print in exact size. All sizes provided on picture. Use brim/raft depending on Your table adhesion. Make sure to enable supports "only touching buildpalte" as this is only place where support needed. Look at attached picture how Cura create supports for this print.
Print in vertical orientation, example attached as well.
All sizes adapted for standard 0.4mm line width.
Printed with PETG, speed 50/30, total 27 minutes.

Update: Lightning connector more difficult. I have cables from SE and 11 - they are different. Also, compared with sizes found in google - none of them same as mine. So, adding file with my size (iPhone SE) - 7.80x5.20mm. This connector looks more like ellipse, while newer looks more square with round corners. You can print first few mm and try if it will fit. Print without supports.

Creality

Ender 3 Pro

Doesn't Matter

Yes

0.2mm

In shell settings, set 4 walls (internal & external) and 5 layers for top and bottom, to avoid infills at all.