What should I do when my rear derailleur cable guide is too narrow? I am installing a modern groupset on an old frame. The frame has a rear derailleur cable guide like this: 



The problem is that the gear cable housing ferrules are too large for the braze-on, causing the cable to sit at an awkward angle. 

My gear cables are 4.1mm (standard Campagnolo 11-speed, I think). The braze-on has an inner diameter around 3.9mm. 

How should I solve this?
You need a stepped shift ferrule. You have no reasonable options if you're using compressionless shift housing. On the left is a picture of a 5mm to 4mm one, which Jagwire is the main remaining producer of. On the right is the Shimano 4mm one, which in my experience is the commonly encountered one for 4mm housing. There are Campy ones too, but I think they may only come in the Record cable sets - I don't cross paths with them very often and I kind of forget what they're like.

Shops should have them. They're still readily available new in bulk and many shops will have all they need leftover from installing the various cable kits and STIs that come with them. I believe Dura Ace shift cable kits have always had them and at least some generations of boxed D/A STIs too. Googling "5-4mm stepped ferrule" and "4mm stepped ferrule" yields some results too.

Note that there's another kind of stepped ferrule, for using 5mm compressionless brake housing on brakes and brifters that can't take a normal ferrule, which is not the kind you're looking for. The most common example of this is the Jagwire POP ferrule.