Which side of SPI link harness to locate SDO pull-up?
My personal preference is to always include a pullup on the input side of a connector. It's not strictly necessary, but its safer. 

A floating input may or may not hover near a logic threshold, depending on the logic family, whether the input has an internal pullup. Leaving an input unterminated may result in circuit noise causing voltage excursion around the logic threshold, resulting in erroneous clocking signals (if the input is a clock), or increased noise susceptibility in the attached system, (because internal logic nodes may now toggle rapidly, creating current spikes). Inclusion of a relatively high resistance pullup on otherwise floating inputs eliminates these potential problems.

Also, pay attention to power sequencing in systems with more than one supply, or a system with various components that need to turn on in a prescribed sequence for proper operation. Sometimes the inputs of a device only reach a high logic state slowly if left unconnected, causing circuit turn on delays or other problems, and properly chosen pullups can solve these problems.