I just wrap insulating tape around the solder joints instead of heatshrink, but I know most people like to use heatshrink for it... can be a bit of a pain if you forget to put the heatshrink on before soldering it up though.

XT60s are fine for a removable link; it's what I use, as well as quite a lot of people use.

And yeah, those connectors are the same as on the battery, so you'd need some of them... You could also use those instead of XT60s for the rest of the bot if you didn't want to buy 2 sets of connectors.