1. Yes you can. I had a total of three different connectors over the years, all soldered on. Make sure you do it well.
2. Do you mean the head gasket set? If so, yes that covers everything. However it won't come with the best LIM gasket available: MS98014T. If you buy separately, you'll need two L36 head gaskets, head bolts, L67 valve cover gaskets (comes with grommets if you get the right one), the MS98014T LIM gasket, supercharger gasket, throttle body gasket. The LIM gasket will come with o rings for things such as the injectors and T-stat. However it will only come with one set of injector O rings, so you'll want another six since you're changing the injectors.
3. No, you could use an L32 MAP sensor instead.