In answer to your first question, four AAA alkaline batteries will give you 6V. If you're using rechargeable NiMH batteries, they are 1.2V, so the total is 4.8V. To replace these with a 9V battery will almost double your voltage. Depending on your setup, this might be very bad. What is your setup?
The other thing to consider is that 9V batteries don't have much capacity. I don't know the exact numbers, but I know that your run time would go spiraling down the crapper.
For the quick connector, yeah, just cut it in the middle. This will give you the two ends you need. Pay attention, there's a stripe on one wire. Make sure that if you use these on your LEDs you wire them all with the same polarity so you can swap them with no trouble.
Hope that helps, and don't forget to post pictures when you're done. We are all photo whores here.
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