Hello,
nice project. I also have some of the same questions regarding cables and connectors, for a more permanent and robust way. Some ideas:
Regarding modules with Dupont pins, you can build this connectors:
You can create them yourself, and label each one to avoid connection 'accidents'
Dupont are not the best connectors, but many modules come with pin headers, and you can also solder some in a perfboard,
and add wiring interconnections and other headers and components, as a main connection board.
You have also this double row pcb headers:
With this jtag buses that you can also build.
There are also the JST connectors. But I don't like them much, sometimes they are hard to unplug. I use it only for batteries or solar panel.
You see more ideas in the Swiss accent guy channel:
And the mitical post here: Share tips you have come across - #903 by LarryD