WesBell Wire & Cable is a good supplier with reasonable prices. They should have what you need.
You can use adhesive heat shrink to make waterproof splices.
Do not use butt connectors on high voltage. Use the proper wire nuts, and get the kind that has the sealant in them if they are going to be in a damp area.
Or just fill them with dielectric grease yourself - that's what's in the pre-filled ones.
So the submersible 4 wire like the below can be used once at ground level to go from the well area to the house/garage location?
This electrical wire will be buried 24" underground and pulled with the 1.25" water line to the house/garage.
The submersible wire is not rated for direct burial. It would probably work OK if you protected it in PVC conduit, but check your local codes.
A waterproof junction box located above ground at the well would probably be a better solution than a buried splice.
If you have a professional quality crimping tool, butt connectors would be OK, but filled wire nuts are the way to go for an excellent mechanical and electrical connection without the expense of the crimper.