You are correct, it appears MTH expects you to fill in the missing middle wire section or, at minimum, splice the signal and connector wires together.
Yes, the screw terminals could easily replace the MTH connectors. I hadn't gotten around to figuring out that the PCB's screw terminal block could be the same as their connector, doh. I was still thinking about wiring changes, pins for the jumpers and other suggestions from your previous post. You are always a mile ahead of me, thinking of these things before I even figure out I need it.
And FWIW, I briefly scanned Digikey for connectors matching MTH's. Quickly gave up, there must have been at least a million of them! It was a real nightmare, so not needing them is very nice!