According to the Part 66 Manual of Standards, does an ‘avionic system’ include the loom’s connectors?

Yes. Avionic System includes anything which “transfers, processes, displays or stores analogue or digital data, using data lines, data buses, coaxial cables, or wireless or other data transmission media, and includes the system’s components and connectors [Emphasis Added]” (Reference: Part 66 MOS, Page 2).