Does the SSD iMac have an SATA connector?

it has an satan connector?

^^

The devil must have been on his mind ;-}

Apple's 'Thin Series' so far have two drive connections. A SATA connection for a HDD and a PCIe NVM connection for a custom Apple blade SSD.

The 'Thin Series' are a bear to open if you don't use the correct tools and follow the IFIXIT guides to the letter. Given this is such a new system if you open the system you will void your warranty so think hard if you want to do this!

I recommend getting the largest SSD model you can afford and use an external Thunderbolt drive then in a year think about upgrading your system with an internal SATA drive if you still want to go that route.

Does the SSD only iMac still come with the Apple SATA/Power cables in place for the 3.5" HDD? Or would I have to go and hunt down the part number and buy them on eBay or source them from somewhere else?

You'll need to buy the combo cable and also need the OWC in-line thermal sensor as well. Don't forget this is a 3.5" drive mount so if you are going with a 2.5" SSD you'l need an adapter frame and then theres the screws!

Yes, I'm aware of needing the OWC inline thermal sensor and the 3.5" to 2.5" converter. So, the cable is needed. That's a pain. But if the cable isn't there, does that also mean the hardware to even mount the drive isn't there either?

There are 4 posts (using either Torx 8 or 10, I'd have to re-look at the ifixit teardown) that need to be mounted to the drive as well as brackets on either side. I assume those need to be purchased as well.