Interestingly, the guy at Pool Tools said exactly the same things regarding 1) location & orientation of the unit, 2) bonding, 3) cleaning the anode. Since our pool season here in Michigan is relatively short, he suggested cleaning the plug at the beginning of each season, before the system is full of water. The suggested solution was 6:1 water/muriatic acid for 10-15 min to remove the zinc oxide. As for the bond connection, I've got a supply of split bolt connectors from other installations.
The size of the anode is something I saw in my research. I can easily determine the surface area of the anode plug, but it would be difficult to calculate the same for the cathode (heat exchanger, probe surfaces, these renegade pipe plugs, the main pump, etc.) However, based on the size of the heat exchanger housing, the exchanger itself is considerably larger than the zinc anode, so that will work in my favor.
When you say "steel walls", do you mean rebar in the gunite? If that's the case, I've got a ton of steel in there, but I know for a fact that it's in the bond loop. I saw multiple connections before the PebbleTec was sprayed on. The same goes for the lights and the deck mounts for the handrail, which is no longer installed.
I spent a fair amount of time on the phone with Pentair tech support today, and they were shocked when they saw the pic of that plug. They were also at a loss to explain why they had specified a galvanized steel plug for this heater. The plug closes a hole for an optional pressure relief valve, which I don't have. My bonding is good (last year I cleaned and tightened every connection), and I followed their installation specs to the letter. They claim they've never seen this before.