@andy
Don't forget that you also need to connect the POWER to the esata part of the processor. If you look on the schematic powerplug v1.3 sheet 7/11 cpupower you will see a power filter set of components connected to esata cpu pins N6, N8. (These are not fitted on my system as shipped). The components are C78, C79, 100nf, C196, C197, 1uF, and a ferrite BIT7, 60 ohm. You will have to add the signal TX and RX Caps as well as you stated.
Oh... I didn't take that into account.
I'm glad you posted this. Otherwise I would be wondering why all this stuff doesn't work

But no, I only found connectors where I need to buy 1000 of them

A friend of mine is working for an electronics company. Perhaps I can get some from him. But this wouldn't be possible for everyone. I hope you understand this.