Yes, another question about MAD bypass ... how to connect

First ; Twist on wire nuts should never be used in automotive or anywhere else where vibration occurs.
Second; If you're not comfortable or experienced with hot soldering, The part stores have nice weather resistant crimp terminals. ( I think you'll need the yellow ones ) You'll heat to shrink and seal the ends after a proper crimper is used. That's where some drop the ball. Not just any plier jaw handy will create a proper crimp.
Third; Where 1 wire is much smaller, strip twice the required length and fold it double.