i can't believe i missed all this!
firstly i know you think the halfords guy helped... but he really didn't! the reason you paid for the connects2 wiring was so that you shouldn't need to be running power cables and such!
ok so firstly from the pictures i see above it all looks correct, seems that you have the right kit. HOWEVER i don't see the box that is supplied with the connects2 wiring... its a slim black box with something like 10 female pins on one end and about 6 female pins on the other. (the second picture you have up there is one of the connectors that go into that box) connect that as without it you won't get anything working. If you don't have this box then call up dynamic sounds and tell them so.
the box on the right in this pic:
now with the blue wires you need to connect it in a very certain way... you first need to identify the cables... you want the pioneer stereo harness which fits into the back of the stereo, on that there is a blue (blue and white maybe) wire that hangs off... thats one of the blue wires you need.
then there is the blue wire that comes from the harness where the above box plugs in (this is the one with the connector in the first and second pic)
and finally you need the blue wire from the aerial adapter (as your car is a 2004 use the ISO connector not the fakra).
now connect these 3 together and your car will get power to the speakers.
the red connects to the red, the yellow to the yellow, the green goes to a grounding point, and the purple on the back of the stereo harness goes to the purple on the connects2 box harness (for reverse camera sensing) and once it is all connected properly your stereo should power up just fine and work.
If this still doesn't work after all that then bring it to me and i will have it working for you before you go home!