JW1982

The 1.8/2.0 Duratec HE engines are build with 3 different types of PCM. ESU-121, ESU-131, ESU-411 /418. Every PCM type has its own software which is not compatible with other PCM types. Next to this there is also different software for different markets. Russian/Asian software for example is different from European software (because of technical differences, different emission standards, different climate, different fuel standards, etc.).
Selecting the correct software version for your car is not easy. It must be compatible with both the PCM type and the vehicle. The list that can be found online does also contain "Europe" labelled software that has never been used by Ford in Europe. It is uncertain whether this software is or is not suitable for European vehicles.
My experience is that updating the ESU-121 PCM with the ELMconfig software is not reliable. On some cars the update can be performed without any problems and on other cars the update will not work without errors. I have seen the exact same problem you have before. After updating the firmware the VID block was corrupted. This can be solved by uploading both the VID block and the software file at the same time.
If you do not have a backup (PCM dump) of the original software and VID block you can create the VID block manually. This can be done by selecting the correct configuration settings on the PCM configuration page of ELMconfig. The correct settings can be automatically loaded (based on AS-BUILT data). Next you can start the update procedure.
You should only update the PCM with an ELM327 interface that supports a Baudrate of 500.000 Kbps. Personally I prefer an interface with FTDI chipset. I updated lots of different PCM types (after people messed up) without any problems.

The fog light wiring is usually only in place if the car has options that require the higher spec wiring looms. If the car does not have any of these options there will be a low spec wiring loom installed without the fog light wiring.
The Fog light wiring is integrated into the engine bay wiring loom and the interior wiring loom. There is a chance that one of these has the fog light wiring and the other one does not have the fog light wiring.
If the fog light wiring is present the connectors can be well hidden. They are usually taped to the wiring loom. For cars without lights Ford used to sell a retrofit kit which included the fog lights, bezels and the light switch. For cars without the fog light wiring there was an additional retrofit wiring loom available.

The Bluetooth/Voicecontrol system can be retrofitted without any problems. However the parts needed to retrofit this system are very expensive. Ford offers a complete kit containing all needed parts but this kit costs a fortune. Next to this the Bluetooth/Voicecontrol system is no longer supported by Ford. The latest compatibility update of this system was released in 2012. Because of this some newer phones can have compatibility issues.
Personally I would not bother to install the original Bluetooth/Voicecontrol system. A decent aftermarket bluetooth Carkit will be much cheaper and have better functionality.

Nut #2 on the picture does also have the stainless steel caps.
The Focus MK2/MK2.5 alloy wheel nuts with floating washer and the alloy wheel nuts with solid washer are interchangeable. The shape of the cone and mating surface is identical.
Correctly handled the wheelnuts with stainless steel caps should last very long. I still use the original wheel nuts that came with my previous Focus MK2. These wheel nuts are over 10 Years old and still in perfect condition.

On the Focus MK2/MK2.5 and MK3/MK3.5 the autolocking function can only be activated softwarematically using a suitable diagnostic system. Ford however does not support this function in Europe. In the European IDS (diagnostic) software the Autolocking function is greyed out and can not be selected.
The easiest way to activate the autolocking function on the Focus MK2/MK2.5 is by using a modified ELM327 interface and the free ELMconfig software.

These small connectors are only used on the adaptive headlights and HID headlights. On cars with normal halogen headlights these connectors are not used or not even present.
Your car seems to have the complete engine bay wiring loom for adaptive or HID headlights. Your headlight connectors do also have all wiring in place. Usually a car with normal halogen headlights does have a wiring loom with only the necessary wiring in place.

Color code K1 is called Magnum Grey. Ford used several different shades of Magnum Grey which are all a little bit different. Color Code K1 is just one of them.

The 1.4/1.6 Duratec Petrol versions do not have an engine undertray. There is only a small tray below the front bumper to guide the cooling air into the radiator.
Most other MK2/MK2.5 Petrol versions do not have an undertray either. Only diesel versions have them.

Your eBay link does only show G4 LED light bulbs. The Focus MK3 footwell lights do not have a G4 light bulb. The footwell lights are a circuit board with a resistor and a single SMD LED. Replacing the stock footwell light circuit boards with a more brighter, more powerful LED which draws a higher current may even damage the Body Control Module.
If you want to change the color of the footwell lights you have to desolder the SMD LED from the circuit board and replace it with a different color SMD LED of the same type. I changed the color of the footwell lights on my Focus MK3 from red to Ice Blue. I used the original Ice Blue SMD LED's from a spare original MK3 interior light I had. This way the footwell lights have exacly the same color as all of the other interior lights.

These pipes should be connected to the dryer of the air conditioning system. On your pictures the dryer seems to be completely missing.
If the dryer is missing and the air conditioning system has been empty for some time the other parts of the system like the air conditioning compressor for example may also need to be changed. In your case the system needs to be complete before it can be pressure tested and a proper diagnosis can be made.

The last letter represents the revision number of a part. Every time Ford changes/improves a part the last letter of the part number will also change. In almost all cases the different revision numbers are interchangeable.
In this case part number 2M5T-14B006-AD and 2M5T-14B006-AE are just further developed/improved versions of part number 2M5T-14B006-AB.

This wring loom is for the reverse light or rear fog light (depending on LHD or RHD cars). The wiring loom leaves the interior through a grommet in the bottom of the boot at one side of the car and runs to the other side of the car through the rear bumper.
This wiring has nothing to do with the rear parking sensor wiring.

The focus MK1 does not have a headlight bulb on the instrument cluster for the main beam. There may be a headlight symbol on the instrument cluster but this is not active. There is only a headlight bulb on the instrument cluster for full beam and fog lamps.

The Sony Audiophile DAB radio which was available as an option for the Mondeo MK4 and S-max/Galaxy is completely different than the Focus Sony radio's. The Sony Audiophile DAB radio has no built in amplifier. This radio has an extra (grey coloured) connector on the back of the radio which needs to be connected to a seperate amplifier module. Without this amplifier module you will not have any sound.
The radio shows "Unconfigured Mode" because the radio is not configured correctly for your car. As far as I know it is not possible to configure a Mondeo MK4 radio for a Focus MK2 because the communication protocol of the radio is different.