The Z bend in my case is a shape in the end of the wire linkage to go through the tiller arm, which I usually get from filing and drilling a bit of brasswork from a dead 13 amp mains plug (too tight to actually buy "proper" model stuff). Slop is minimal, and I have never had a problem. The wire from my tiller arm is usually set to overshoot the servo arm - another similar wire goes from the servo arm and connects to the tiller wire using an electric choc bloc connector. Simple, self supporting and allows for easy adjustment. However, you have your clevises, they are designed to work, just stick with them.
When you get the radio, a good idea would be to not have the servo arm fitted initially. Turn it all on, let the servo find its centre position, then fit the arm.
will the ESC drop the voltage from 12 v to the correct voltage for the servo ?
If the ESC has a label saying "BEC", yes. Powering up a servo without a valid signal will cause it to twitch a bit, and if repeated will eventually cause the servo to get to the end of its travel, probably way beyond where it will ever go in service. Yet another reason why the TX should be switched on before the RX.