Would it be a problem to use a lead solder paste to solder lead-free BGA package parts?> Are there contamination/compatibility issues?
Obviously there is a contamination issue, because your assembly is no longer lead-free, and couldn't be sold in jurisdictions that restrict lead content.
Does it affect the physical connection integrity between the board-component?
Conceivably you could also have a reliability issue, because the lead-free and tin-lead solder will not mix evenly during the reflow process. This will produce various alloys in different parts of the solder joint. Very likely there will be residual stress in the cooled joint, and stress is associated with tin whisker formation (and other issues) in the lead-free part of the joint. Whether this is a real issue or just paranoia, I'm not sure, but it's not something I would bet my job on.
Another issue is that in order to heat the assembly hot enough for the lead-free solder to melt, you will have to heat the tin-lead portion hotter than it's designed for. This can make the flux components of the solder vaporize too quickly, causing voids in the joint.
How about using a lead-free solder paste for soldering components that contain lead?
If the part is not designed for the higher temperature of lead-free reflow, it could cause reliability problems.
Also the mix of materials could still cause the stress issues, and mismatched temperature profile issues I mentioned before.
Which of the two is more reliable?
I would rather not do either.
If you can afford it, it's possible to have a BGA re-balled with new solder balls that match the assembly process you're going to use.
If you have no choice, or if you're doing a short-life project where reliability isn't critical, I'd probably do lead-free balls in leaded paste, because a greater percentage of the solder in the joint is designed for the temperature profile you're going to use.
Further Reading:
You can find more information about mixed-material soldering in the book chapter, "Backward and Forward Compatibility" by Jianbiao Pan, Jasbir Bath, Xiang Zhou, and Dennis Willie in Lead-Free Soldering, 2007. 173-197. Also available online.
Best Answer
There are butt splice crimps such as this Molex one which go down to 22 AWG. Or this Amp one.
But the best way is a solder sleeve like this which is heatshrunk onto the pair of wires. The solder melts at the same time as the sleeving shrinks.