I was wondering if i really have to solder my caps directly on my ESC or whether i could add a JR connector to it and just hook it onto my receiver?
Would there be any measurable drawbacks, or perhaps just not work at all?

It would make swapping out parts allot easier for me

Basically you can use a connector but it will not help with getting a low ESR and a reliable working (that if the connector makes a bad contact).

It has to be connected to the battery side, not the BEC side.

+1
Also, do not confuse these caps with a glitch buster - they serve a different purpose.

Did overlook the part to put it in the receiver. that is not the same as mentioned. You can solder a wired connector to the battery tabs of the ESC and connect the capacitor to it.

Thanks, i thought they fulfilled the same role.
But are glitch busters still necessary? Or was that a nimh/brushed era relic?

Most modern ESCs have powerful BECs, so unless you use exceptionally power hungry servos, there is usually no need. Personally I have never had to use one.