Everything's a compromise. Connectors make it easy to change out the link. But what are the odds of needing to change one? The only way a properly sized link will 'blow' is a catastrophic fault to ground downstream of the link. Now, what are the odds of a mechanical connection (actually, 4 connections) developing a high resistance or open circuit fault?
The link needs to be at the supply end of the wire (in this case, toward the battery end of the wire). Putting it somewhere in the middle leaves any length upstream unprotected.
Crimps are fine, but so is solder, if done right (I soldered the splice from wire to link on mine).
Don't forget that if the link does blow, the insulation (even tefzel) can disappear along with the wire. Unless this is planned for, it could let the still hot end touch something else. And with an alternator, both ends are actually 'hot'. If you do some searching, you can buy fuselink wire in various gauges that has thick, hi temp insulation specifically designed to contain the heat/flame.
For my installation, I used a ring connector on one end of the link, attached to the battery contactor. I soldered and heatshrink insulated the joint between link & wire.
FWIW,
Charlie