Low cost connector for 500 connection points, of which only a few are used at any time
Search for &quot;patchboard&quot; as used in 1960s/70s analog synths. Ironically their original purpose was for programming computers, before stored-program computers, so this usage will be taking them pretty much back to their roots.
Or look for different models of PCB mounting IDC connector. available up to something like 50-way (25 x 2) on 0.1 inch pitch, or maybe larger arrays, from Samtec or Harwin or other companies.
These usually take 0.64mm sq pins, and are available in different lengths; look for relatively short ones with open backs, which will allow long pins to pass through into a second connector. If you can mount 2 of these, back to back, and insert a relatively long pin, you have your connection. The long pins are available separately, as wire wrap pins! You may want to dip them or use heatshrink tubing or something to give them insulated handles.
That could give you a 50x2 array on a single PCB (or even 50x4 if you can find SMD parts and use both sides) - with very few separate components, making assembly of these easy.
Then mount a bunch of these PCBs at right angles to a backplane using ... perhaps PCI connectors?
Looking at the Samtec link, they appear to have &quot;bottom entry&quot; parts which would allow an entire plane on a single PCB with the other plane on a second PCB (connected together by further connectors of course!) for a simpler arrangement. Select the &quot;DE&quot; variant (Double Entry) or PE for the top layer; bottom layer can be closed ended. Connections can be up to 50 x 2 rows in a single connector, giving you 500 connections with 5 parts (but you may prefer 25 x 20 in 10 parts).
Further details left to your imagination. (Side note : I have found the supplier very obliging with fast prototype parts)