From what I have seen, most run it thru the car with no problems. Can answer the fuse question I have never messed with any zex stuff, but I doubt it would hurt
Silly questions looking back..never a bad idea to run a fuse IMO. As for the feed line..just can't see any reason to plow two holes into the body when possibility of damaging a braided steel line in the car is near impossible IMO without trying pretty hard.
Absolutely fine, nitrous is not flammable and if it starts to leak you can smell it...even if you get in a crash it probably wont end up leaking inside of the car.
Just wondering which side the grommet is on the foxes? either passenger or driver...on my 94 I ran it under my back seats, under the little side panel and up the driver side through the grommet, then across the back of the engine bay to where I mounted my solenoids on the passenger side by the strut tower.