I went for the one with the most connectors so as to increase my chances of getting something that would fit. The trouble is with buying these things online is that you can't really see what shapes and sizes the connectors are from the illustrations in Ebay, Amazon and the like. And they often don't tell you in the description.
I doubt if the exhaust not being connected would make a difference. The TD5 has quite a wide bore pipe as it is, and there aren't any sensors on the exhaust pipe. Provided the turbo is on, it should be OK for a quick test run. See if it will fire with a shot of Easy Start. Then at least you know that the pistons are going up and down, it has some compression and the valves are opening and closing at about the right time. If it will fire on Easy Start, but not otherwise then it must be something to do with fuelling. Either something mechanical like fuel pressure, or electronic such as the ECU and associated circuitry.
It's worth going over it all and making sure all the wires are connected and the mating surfaces are clean. I've often left one or two undone in my excitement to see if the engine will fire. Easy to forget are the injector loom multiplug at the front of the cylinder head and the little earth wires that go on the driver's side of the transfer case.