First of all, welcome to AFM. Second, I always love a mystery. Even better if I finally figure out what seems to be an answer.
Third, if I had shelled out that many $$$ for a harness I would have wanted it to be correct with its colors just like you seem to expect.
Let me ask who made the harness that you bought? Alloy Metal Products? I have no experience with any other company and I would have thought they would do a better job with wire colors.
I agree pretty much with Joe's original reply except that the 4-pin socket would not go to the heater resistors since that is only a 3-pin connector. I am thinking it is for the Emergency Flasher Switch in the '66 glovebox but a picture of what you have would help determine that. No part of the underdash harness goes through the firewall so nothing on it will connect directly to the starter.
Sta-con is a term I am not familiar with and a Google of the name seems to indicate it is a company and not any particular style of connector. I think what you actually mean is a 'ring' connector which has a closed ring of metal that fits around a bolt or screw. I also think that ring goes around the stud sticking out of the back of your ignition switch. The ring connector is shown on the '66 Exterior Lighting, Turn Signals and Horn schematic. I suppose you know about the schematics site: Mustang Wiring and Vacuum Diagrams
There is a link to it at the top of the Classic Tech page.
To come to that assumption I looked at the picture of your harness at CJ and it shows a ring connector just about where I would expect it for the ignition switch. AND the '66 schematic shows a ring on that stud that is supposed to be black-green. How yours got to be blue-black I don't know. All the way back to 64.5 the schematics show that as black-green. Prior to '66 it was wired a little differently but the ring was always on the ignition switch stud.
Too bad an ignition switch is so hard to see once installed or I would take a picture of my '66. Instead I have a picture of a junk harness I scrounged from a breakers yard 30 years ago. It is a '65 of some sort (maybe even a 64.5?) and shows the ring connector on the back of what's left of the ignition switch. Notice there are TWO wires molded into that ring connector the biggest of which is black-green. The second, smaller one is just plain black. NONE of the schematics I find show such a double wire that includes plain black!!
Check that your blue-black goes to where it should on the schematics. If I am correct, for '66 it will go to the orange-yellow wire on the turn signal flasher, a green-red wire on the voltage regulator, the fuse block and a black-green to the instrument CVR. Those 4 connections are shown on FOUR different Mustang schematics which is not uncommon for the way they drew these.