Once you create the rope, you can use something like the Inflate slider from the deformation palette, to tighten the ‘twists’ of the rope.

Also, disable Tri Parts and enable stretch.

To avoid gaps between instances of the brush, go to the Brush > Modifiers and turn the ‘Weld points’ switch ON.

Now we can simply turn the InsertMesh brush into a curve brush from the Stroke palette, by enabling the ‘Curve’ switch.

With our geometry ready, select the brush palette and expand the ‘Create’ subpalette and click on.

Switch perspective ON and use the “shift key” to rotate around to snap the camera to the front view of the two cylinders.

Bring back the twist modifier and ‘untwist’ both cylinders using the cone control at the bottom and pushing it upwards to 180 degrees.

And use the ‘Location’ icon to snap the Gizmo to the centre of both cylinders and then the ‘Home’ icon to centre them to the grid. (make sure you leave a small gap between the cylinders). Use the Gizmo to duplicate the cylinder in the X or Z axis by holding Ctrl while using the arrows.Use the cone control at the top and push it all the way down to 180 degrees. From the ‘gear icon’ on the Gizmo 3D select the ‘Twist’ Modifier.

Use the UV master (from the plugins palette) to Unwrap the cylinder and create a quick UVmap.

With the ZModeler or the selection tools, delete the top and bottom polygons of the cylinder.

Use the Gizmo 3D to scale the cylinder in the Y-axis to double its size (hold shift to snap).

From the Initialize settings, set the HDivide and VDivide to 8 for both.

Load up a Cylinder from the 3D primitives.

These are the steps reduced to simple bullet points:

Zbrush 4r8 free brushes