Since you have a Raspberry Pi 4 it is possible to get it to boot from USB.
The process to switch from SD card boot to USB boot is demanding that you FIRST boot from a SD card.
So YES you need a SD card.
The process is roughly:
Create a bootable SD card with "Raspberry Pi OS"
Edit the /etc/default/rpi-eeprom-update
Install the bootloader update (...
You can overcome the GIL limitation. The details are here and too long to copy into this post. The technology relies upon compiling some forms of Python code using the Just In Time compiler Numba.
In general compiled code called by the Python interpreter can release the GIL and execute on multiple threads at the same time. Libraries like NumPy and Pandas ...
There isn't really a connector to connect those cables to the male pins on your RPi. A common solderless method is using lever connectors like the WAGO 221 series.
You use a female-to-male Du-pont jumper cable from the RPi to the lever connector, and connect one of the wires fo the sensor to the other hole on the lever connector.