how will a connector affect a transmission line?
Normally trace width and separation is adjusted so that the traces will have the necessary characteristic impedance, so it looks like another transmission line just like the cable does. If the PCB traces are not very long then the mismatch is minimal even if impedance is not matched. Some connectors have controlled impedanve but not all, in this case the connector shows up as short length of transmission line with a impedance mismatch so it causes reflections that degrade the signal. But for RS485 communications, sometimes it appears to work even without termination, so with proper wiring and termination, minimizing PCB trace length and not worrying too much about the connector are good suggestions. Ideally the connector would have the same impedance as well.