yeah it will all fit ABA block is basically the same as an ABF, just internals are 8v rather than 16v. looks like you have everything you need there! what I would do if i were you, is buy a complete anf wiring loom and ecu. there arnt many ABF MK2s in the US, so it would be something a bit different

the alternative is to wire up the injectors to batch fire as per the mk2 digi. The ABF injectors can be fired indivdually by the ecu, hence the multi pin plug. if you join the 4 separate injector earth wires together it'll work just like a digi2 fuel injector setup. Then I think the norm for 16v digi swaps in the us is to use a digi 1 ecu and have it remapped, as the digi 2 ecu is pretty locked down in comparison. The digi 3 option is way better though

trouble is your car has CE1 electrics, so you'll need to do a little wire splicing. its not too hard though, plenty of information around to do it and if you get the wiring diagrams you can basically wire it up as per digifant 2 mk2. only issue is the MK2 ecu relay needs plug R, which wont be there on your fusebox. in this case what i do is get a VAG relay holder clipped above the fusebox, then plug in the factory abf 30 relay and run the wires to it as per the diagrams
for the exhaust your downpipe should bolt right up to the abf manifold, then you can keep the factory mk2 cat. just replace the lambda sensor with a new one, it'll be the same as the stock US MK3 ABA lambda I believe

If not, the universal bosch lambda you need is:
Universal 4 wire - 0 258 986 506 (LS06) - 12 watt heater and grounded case