To echo what others have said, that is a great effort for a first build, well done. Using a piece of velcro to hold the link/fuse in place is fine; I always put a piece of duct tape over the link hole on my feather to keep it in place.

As for securing the link/fuse mount so it doesn't disappear into the robot, I'll be honest that is something that has never crossed my mind. I haven't done beetles for a few years but on both of mine, the link mount just sits slightly loose in a section of the robot, with the link hanging out slightly (and with a cable tie on) so that it can be easily grabbed.

Could always attach something to your fuse (a piece of string etc) so that even if the holder ends up further in the robot, the fuse can still be gotten to courtesy of the string.

Best of luck with it, and see you at Edinburgh!