Not sure on the first one. Check the yellow and red wires where they connect to the new radio. Yellow should be constant positive, Red should only be positive with the key on.
The plug is made to fit many vehicles. Just plug in the ones that match your Jeep. My 97 Grand sounds the same as yours. I only used the 2 smaller plugs, gray and black.
I think you mean the black wire that has a female spade connector on it that was originally connected to the factory radios chassis? If so that's your ground wire. You need to splice it to the black wire on your new harness. The connector on the black wire should look almost like this:
If the ground is not hooked up that would be the first thing I would try. No ground=no power.
This may also help. Of the two grounds shown, only one should be used on your jeep.