Electronic – Do I need an impedance controlled connector for RS422

For an RS422 link you just need the components you describe - usually just a differential line driver and receiver. The data format is identical to RS232 asynchronous format just sent over a differential pair instead of a single wire and earth.

Baud rate is bits per second or bps - character rate is: baud / no of bits per character (including start, parity and stop bis) so an 8 bit character (or symbol) sent with a start bit and a stop bit - no parity will require 8 bits to transmit, so at 9600 baud we can only send 960 characters per second.

That's mostly correct except for the part about the receiver having infinite input impedance. It is a differential op-amp so it does mostly just care about the voltage level at the input pins and not the amount of current flowing into the receiver. Wire up a typical op-amp with no feedback and what happens? The output will be pegged to one of the rails. For a communications signal this is exactly what you want to happen. No ambiguity, the output is either full positive voltage or full negative voltage.