Nice pun, intended or othewise.
The red and black wires for the PLX are just 12Vdc and GND. Use any ground here, but the one near the
ECU is probably as easy as any other. I can't remember where I pulled the 12V from, probably the ciggy lighter since I don't smoke and it's already fused.
I'm not 100s on the "back up power" wire. The Link doesn't use backup or hold power in this config, so I dare say your safe to leave it alone.
I can't guess (well I could, but I shouldn't) on the wires on the fan, but if you had them spinning with two wires then I'd use them, they can always be switched later if necessary anyway.