RS485 unmatched line - what will be the impact?
No, not much difference if you use a connector or solder it.

Unbalanced, no, because you are adding series resistance to both data wires, so they stay balanced. Unmatched, yes, as there is a sudden transition of 120 impedance to whatever impedance your wires on the PCB are designed to be. But most likely it does not matter much, as RS485 is supposed to go via multiple devices and even allow for small stubs that interfere with the trunk cable impedance.

It won't be unbalanced.