to also be able to pass on the mechanical energy like pipes, for example

There should be a way to pass them on, like pipes and conveyor belts. (Possibly only possible over short distances) As it is now, you can only build long power systems one after the other and that is very limited.

I think Timberborn-style Power-transfer Shafts would be nice, yes. They could cost a lot of Steel, to make them expensive to use.
You could even have them function not as Transports where you just create an arbitrary length possibly with twists and turns or height changes, but rather as specific units like Shaft L1, Shaft L2, Shaft L3, Shaft L4 and so forth, longer and longer, that can't be connected to each other, but with the cost not being linear, so that for instance a L2 Shaft costs 2.5 or 3 times as much Steel as an L1 Shaft, and a L3 Shaft costs 6 or 10 times as much Steel as an L1 Shaft. This would have the effect of deterring their use except when absolutely necessary, at least somewhat and possibly not in the very late game.
Each such Shaft could also reduce the amount of Mechanical Power that the entire "line" can handle, which by default is 12 MW. Each 1 tile of Shaft could reduce this by 0.5, 1 or even 1.5 MW.