You made a good choice.
Well, three; the OEM LED headlights, to make an adapter harness instead of chopping, and to get a switch so one can run the DRLs alone and look cool.
1. The new lamps fit like a glove into the Rocket III bowls, they are all the same part (except Touring which has one big headlight)
2. The connectors were perfect for me
3. I haven't played with the blue, as I wanted the DRLs full brightness at all times, which + on the yellow gives, so didn't experiment any further.
Not sure I understand, you have yellow as position lights (dim DRL?) and blue as (full) DRL in the list - but in the paragraph yellow is DRL full power?
Why don't you test it and see, if applying a connection to the blue does indeed dim the DRL? It would further the knowledge here.
4. I got a used switch from a 1996 Triumph Trophy 900; you'll also need to run a wire from it down to the headlights connector block on the main harness, in order to be a switch for the headlights.