yeah the loom with the yellow plugs on is for the lighting on the mk3, so can be binned. the lighting loom also has the mk3 fan controller on it, but I dont bother fitting it I just leave the stock mk2 rad fan wiring, plus the radiator etc.
you just need the one with the white plugs, which has the ecu plug on it too. ABA knock and crank sensors will work on the ABF, as will the lambda probe. does the ABA use 2 knock sensors then? its just the 2nd ABF knock sensor wire is much shorter, but it doesnt really matter the longer wire one will still work it'll just not be as neat.
Looking at the pics I think you have everything there you need, except the airbox. If you can find one a MK2 diesel airbox works well, or SPI if you ever got them in the states. with these you have to mount the inlet air temp somewhere and fit a breather filter on your ISV. On my abf I just chucked the inlet air temp sensor in the front of the airbox temporarily, in the long term I was planning to chop a hole and plastic weld a flange cut off a coolant flange. But I ended up getting a SEAT ABF airbox instead, which is the best OEM fit. Trouble is finding one! You could put an induction cone on it, some will come with a hole for the inlet temp sensor.
I wouldn't bother fitting the alloy sump if the car is low, the steel sump will still fit and will bend rather than shatter if you knock it on something
edit: oh and the 2 pin sensor in the plastic flange on the head is for the aircon, you can fit a later mk2 16v flange without a sensor in it unless you have a/c. the 2 pin white sensor screwed into the side of the head is for the ecu.
Oh actually, I cant see the crank pulley? the 8v one isnt right for the ABF due to the crank timing belt sprocket being wider. You can buy these from certain sites, or you could modify the MK3 one I think