Do I need an impedance controlled connector for RS422?
I've never seen 0.1 or Molex used for RS-422, although I did see screw terminals. I don't think you'd achieve "full bandwidth of the RS422 line", which is 10Mbps over 50 feet, using these connectors.

AFAIK most people use EIA-449/EIA-530 as guidelines for 37, 25 or 9-pin D-SUB.