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I am running 2600 steps/mm. I believe the Duet runs at 16 micro steps. For the extruder, I have it running the opposite direction as the axis motors. I don't remember if that was changed from my previous extruder and I can't recall if I had to switch it around after flipping the Nimble over.
Here is a picture of how my heat block is orientated. Once the hot end has been inserted, you cannot turn around without it hitting part of the effector. The position I have it in has the heat block the furthest away from all parts of the effector (looks like it rotated some when tightening). The part of the block with the heating cartridge goes to the back of the effector (opposite side of the fan).
For the molex connector, if you used the same parts, it should fit. Both parts are similar in size, but not the same. The part with the shroud around the pins is the one that is suppose to go into the mount on the effector. If that is the part you placed there, then it could be a difference in the printer's tolerance. I used the exact size from the the Molex part documentation, without make any adjustments for the printer, and they have always fit fine.
Can't really help you with that last bit. :)