Make the connection.
Use the Shimano TL-EW02 Di2 E-Tube Wiring Plug Tool to connect and disconnect your Di2 wiring harness and shifter plugs.
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Mfg PartNum: Y6VE16000
The Shimano TL Ew02, is good for removing the wire plug from a component (derailleur, junction box, shifter, battery, etc). Used in assembly of the system, this tool assists to wire plug connection without yanking on the wire. The investment is worth it, as the wires are not cheap!
I bought this as part of a project to add the wireless device to my Di2 setup. It's one of those things that you might be able to do without, but it's so cheap that I decided it was worth it to avoid damage to my cables. It works as advertised and I had zero anxiety regarding unplugging cables, or plugging them back in.