Electrical – Ceiling Fan update with Metal Sheathed Cables and Romex

Good eye.

The only way to do this is conduit between switches

Unless you can find 14/5 with also ground.

The neutral and all four travelers need to run in the same cable or raceway (conduit). That's because the neutral is the return for all the travelers.

You can't parallel neutral as ThreePhaseEel discusses.

Or, keep them separate all the way

Your other option is separate them at the first switch, then, keep them separate after the second, with two 1x/2 cables going to the fan/light.

But since the neutrals can never rejoin, the two neutrals must be carried separately all the way to each device. so if the fan/light only has a common neutral wire, you cannot use this option.

Alternatives

You could use relays, as long as you keep your neutrals separate up to the relay coil. Or you could use 24V relays, either with combo relay-transformers, or by poaching 24V off your doorbell or furnace. Then your switch wiring could be 24V and use common thermostat wire.

You could use smart switches, so the power switching only happens at one switch, and the request from the other switch is handled by data rather than multiple travelers.

Get a fan that does not have a built-in remote receiver

Most fans with built-in receivers have the remote receiver rather tightly coupled to the fan, with no instructions for how to remove it and all power to the receiver for both fan and light control supplied by a single hot wire. Fans with pull-chains, though, do not have this problem -- their fan and light hot wires are brought out separately, allowing use with whatever setup you wish, whether it be a "quiet 3 speed" control or a fully variable control, as well as multi-way setups.