If you can spare the weight (which is non-trivial), you may want to consider using 10 AWG on all of the 30 A and 40 A circuits. Less resistance, so more efficient.
My favourite wire is the finely-stranded stuff with silicone insulation (or this), but it’s expensive and hard to find. Next best is the very soft—maybe natural rubber?—opaque insulation, again on very finely-stranded wire. Tinted-clear-PVC-insulated car audio wire is what we end up with most of the time; it’s still flexible, but the thicker insulation is occasionally problematic with some shielded crimp connectors. Ordinary appliance wire isn’t that bad either, but it’s very aggravating to work with in tight spaces (or when attaching and detaching things). Although solid wire is allowed, I would avoid it like the plague for ordinary wiring (it doesn’t take bending well, and needs different connectors to work right).
Speaking of connectors, my preference these days is to use crimp connectors, and a big lever-action crimper and the correct size of crimping dies. Properly attached, you can pull (hard) on them, and they won’t come off—in fact, that’s the test you need to use. Solderable connectors are fine too, but they’re a lot more difficult to do right (in that choice of solder, iron temperature, amount of wicking, surface preparation, etc. are all important). I wouldn’t recommend both soldering and crimping the same connector; I suspect that the thermal stresses of soldering are not going to interact favourably with the cold-working of the crimping process.
Also, those trapezoid-shaped crimp connectors from Terminal Supply that FIRST gives us? They’re a trap. Nobody else seems to sell compatible ones, so you’re best buying what’s available locally in bulk, so that you always have matching sets of connectors. I do like spade terminals with integral insulation for connections that don’t need to be made and broken too often (e.g. less than 5 times per season). (Added advantage: no heatshrink or tape to worry about.) For stuff that’s always coming in and out, just buy Anderson PowerPoles or some other similar connector that’s designed for repeated cycles. (The Dean’s Ultra Plug connectors are decent too; a little tricky to solder, and unshielded, but designed for high current and keyed. But don’t use the off-brand ones in this case; they usually use a very weak brass leaf spring on the contact which wears out easily.)
For any wire or connector that doesn’t have something similar built in, I like using heatshrink tubing (clear preferred) as both insulation and strain relief.
I always liked ring terminals for speed controller connections because they don’t fall out until you lose the screw. Unfortunately, someone put captive screws on the grey Jaguars and didn’t tell us—on those models, the ring terminals are a liability because the screw has to come out, and in so doing it releases filings into the Jaguar (which lacks conformal coating). Now I’m willing to consider the fork terminals with upturned tines.
And let me just say, conformal coating is fantastic stuff. For FRC applications, if you’ve got a bare circuit board, this is just the stuff for it. Too bad that both for rules reasons and for heat dissipation reasons, it’s probably a bad idea to add it to the Jaguars.
For the WAGO connectors, just follow the datasheets. There are specific ways to prepare the wire involving stripping back a particular amount of insulation—this varies by connector and wire type. (Crimp-on square-section ferrules are an option for these connectors; that might be something to try too.)
And don’t use the FRC terminal strips (or any others, for that matter). They’re likely points of failure, and can be replaced with a pair of connectors anyway.