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Yeah that's right, I've not shrunk said heat shrink yet (waiting for some flanged bolts to connect the hoses to the levers). It looks quite tidy though, since everything is black on the frame there, and the holes aren't that far apart.
The grommet angle makes quite a bit of difference since it dictates which direction the cable leaves the frame, so if you can twist it around so it directs the cable over the down tube it'll be much tidier. Better than splitting around the headtube IMO anyway!
Yep - that's what I've done and looks pretty neat. Put some heat shrink around the hydraulic hose and the di2 cable together, then just split near the join. I've twisted the di2 grommet upwards, and it seems pretty tidy in place.