I'm using Mellanox copper cables without incident (eg: MC2206130-00A 0.5M cable). I've also used some Mellanox QSFP to SFP+ converter (eg: MAM1Q00A-QSA), even HP rebranded ones, and they all work fine.
I thinks it's fairly safe to say that most mellanox sku's are white-listed by Arista as the...