There is a huge variation in the performance of soldering irons, the better ones now having temperature feedback - so they can hold the tip at a programmed temperature. I have a second hand one by ERSA, £400 new, but £50 to me :-). My tip for very thick wires, is to strip back the insulation, then tightly bind them together with thin copper wire wrapped around them, so they are mechanically stable. Then take your time, and get a good solder joint with plenty of electrical solder (with flux in).
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