Hi - great thread; I just read through the whole thing.
Reminds me of my own swap I did in Spring 2011 when I transplanted a VX D15Z1 from a donor vehicle into my Canadian CX hatchback. VX body was rotted to bits so it was not salvageable but the engine and drivetrain were of course OK.
I had a few thoughts I'd share and questions about your swap that I'd hope you could clear up.
I agree that it would have been great if North America got a sedan version with the D15Z1. Japan and Europe got them as both hatchbacks and sedans; these trims were called the ETi and VEi, respectively. The sedans had all-power features like your LX.
I also adapted my OEM Cruise Control system and VX shift light to work with the gauge cluster. I had previously retrofit the OEM cruise system into the vehicle and wanted both features to operate like OEM - just like as if it had rolled off the factory floor like that. Your approach was novel, but I lean towards preferring the approach I took, especially since the Cruise light spot that you chose is reserved for a "low-fuel" indicator bulb in Japanese and European markets and I have also retrofit this feature. I chose to instead use the OEM location that Honda used for the shift light on the USDM CX which is in the top right corner (see pic). This location won't work if the car has ABS, however.
To get it to work without using the printed circuit board on the back of the cluster you need to use a separate holder for the bulb. The bulb holder for the ashtray bulb will transfer over. The leads from this can then be connected to the break-out board that controls the shift light, which will need to be separated from the cluster since the cruise control break-out board occupies the normal spot where this mounts inside the cluster.
I'm curious as to how you dealt with the problem of the clutch switch? Since the cruise system uses a 'normally closed' switch and the shift light uses a 'normally open' switch, and both occupy the same location in front of the clutch pedal, did you construct a bracket to hold the second switch alongside the first?
I wondered if you had tried test fitting the rear air dam (under the VX back bumper) onto the sedan? I don't believe the sedans in Europe got these (unlike the hatchbacks) but I still thought they might still transfer over.
The wiring for the EGR runs along the firewall in the cabin and comes out the driver's side grommet. I didn't notice if this is how you ran the wires for this part?
I realize you already bought your block heater from NAPA, but others might like to know that the OEM block heater from Honda for the 92-95 Civics is still available as an accessory part and is priced at just under or around $30 from the online retailers - cheaper than I can buy it locally, plus it's always nice to have OEM.
Finally, I thought I'd mention that I saw discussion about the O2 sensors being "NGK" but this is not correct; the company that makes them is "NTK". NGK is more known for spark plugs and wires, etc.
i ordered a custom made gauge pod. a guy on ebay takes factory dash bezels and molds gauge pods in for a custom look. it will be in the center of the dash. will take a couple weeks to get it though but in the meantime that will give me time to save up for the gauge. its $157 on ebay and includes everything even o2 weld in bung. i think im going to weld the bung into the catalytic converter. 
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kind of smart. Each company sells an equal product. 
