I'm not too worried about the strain relief (the supplied one wouldn't fit over the cable!) as I've added a couple of layers of adhesive lined heatshrink over the cable so the clamp is pretty damn tight now, and the last inch or so of the cable has been stiffened up a lot. The heat transfer is an interesting point, I'll keep an eye on that, if necessary up the cooling - easy to add some finned extrusion to the pot and up the pump speed. As mentioned above, having to bundle the water pipes and spindle drive together and take them through the bushing wasn't really intentional!
The Z-axis design was done that way to keep things compact and the spindle axis as close to the gantry as possible (it's saved between 40 and 50mm off a more conventional design), and was partly inspired by Routercnc's machine. Should see how well it works in a few days once I've got the VFD programmed.....