Gold is fairly durable once its set. What makes it brittle is the stuff they add to it. 24k gold is really soft, and 18k gold is somewhat soft, but not to lots of movement at once. And it really depends on how warm it is - it gets brittle as it gets cold. But at human body temperatures, it kind of soft (wearing it will deform the ring over time).

Suggestions: (1) You can melt gold with stove range temperatures. Now, if you can only figure out how to make it into wire again, you're set, as that will make it one piece. (2) While braiding, work with it warm (id check some literature, but ~100F is probably good) but not melted so that its more flexible.