connection

I am trying to mount my x pipe onto my new headers and the passenger side lower stud is giving me trouble. I just can’t get it in the hole and when I do it is just the tip where there are no threads. here’s a pic of what I am talking about: Also what is this supposed to connect to?

What is this connector? It is on the drivers side right next to my power steering filler. It goes into a wiring harness. Also you might be able to see in the first picture, why is power steering fluid on top of the cap? This car has not been run in over 6 months. Is it leaking out somehow?

The other day my power window on the driver side stopped working. It happened after I came home one day. Rolled it up. Turned off the car. Then I went back in the car so I rolled down the driver window alone and when I tried to roll it back up it didn't. I assumed it would have been because of...