that bit is the oil filter housing, the oil cooler is part 11. always worth putting a new on on, they fail and fill the coolant woith oil, which is not nice.
Yopu can use the MK3 rack, just have to put MK2 track rods on it, and use the MK3 UJ as the MK2 one wont fit. The MK3 pedal box wont fit well, the servo is different! If i wre you id use your old MK2 gearbox, much less hassle! I've also never seen any evidence that using the MK3 subframe actually drops the engine at all, though the mounts are beefier.
