I have worked out how to put a 34-pin IDC male header on the inside of the small flat side of the slug (where the FCC compliance label is, in fact - specifically where the words "This device ... may cause undesired operations" are) and connect all the additional interfaces up to it.
There is space on the PCB for a upside-down (the pins which normally go through the PCB will be sticking up) right-angle PCB-mount male header to be glued on the empty slice of PCB between the resistors and the edge of the PCB, from C45 to the power plug, clearing L2 (the coil) by removing some of the pins from the 34-pin male header. Some other pins are removed from the 34-pin male header to indicate keying of different interfaces (these pins would be otherwise unusable when my preferred connectors are plugged in). The 34-pin header is glued to the board, not the case, so you are still be able to remove the board from the case (the header comes out with the board).
Note that you have to notch out the top of the internal PCB mount to allow the header to take that space. The bottom slug is the modified one.
A 34-pin female cable mount is plugged into the pins that are sticking up, and from there, the ribbon cable connected to the 34-pin female cable mount splays out to the respective connection points.
The various interfaces have been arranged so that the ribbon cable splits into three main areas (connections to the south of the front of the PCB, connections to the north-west of the rear of the PCB, and connections to the south-east of the rear of the PCB).
A couple of the signals had to be soldered underneath the cable on the front, cause I initially made a mistake and had the pinout of the connector reversed. Luckily I had only soldered 10 wires by that stage, but by the time I realised the mistake I had already cut these two wires too short to take them over to D5 and D6 where I originally intended to pick up pins 9 and 11.
The curly wire is the spare signal connected to pin 21.
And here is the hole I cut in the case. I only made the hole big enough to get to pins 15 through 34 - I figured that if I broke my slug bad enough to require JTAG, then I can just take the PCB out of the case to fix it.
Here is the pinout of the 34-way connector:
Note that pins 2, 4, 6, 8, 10, 12, 13 and 14 are not useable when a Digilent JTAG3 cable is used for the JTAG port.
Note that pins 25 and 26 are not usable when a dual-in-line IDC female plug is used for the serial and I2C ports.
Here are the pinouts of the individual interfaces: