Your plan looks good, save for the diff. It would be much easier and cheaper to just get a late 240 diff from a wreck. They are generally about 200-300 dollars and much easier than replacing diff centres. Not sure what the ratio was in the 940, the 240 automatic ratio diffs are certainly around.
The wiring harness can a big job too, the 240 LH 2.4 harness makes this much easier - still some work though.
As a value add, and not strictly necessary, dig around for the passenger side firewall plate (the black one that is bolted into each side) from a late 240 as it has a mount for the EZK on it, keeps things neat. It also has the large hole for the wiring harness. Be careful with the big grommet on the harness too, it is an odd size and they are very hard to find. There should be plenty of ECU mounting brackets (base of drivers A pillar) around here for a 240, also keeps things where Volvo thought they should be.
For the auto lines and shifter contact @carnut222 as he will likely have them from one of his recent wrecks.
He will also have a 240 airbox and plumbing, which will be different. Probably an engine pipe too. Check the vacuum lines for the charcoal canister from the 940 as they may be different. If possible, swap the charcoal canister to the older body, newer one is less likely to cause hassles.
The engine wiring will be different too, the grey 8 pin block connector on the firewall for alternator, oil pressure light, coolant gauge sensor, starter etc. That will take a little fiddling around.
Throttle cable connector near the throttle body may be different between a 240 and 940. Throttle cable should fit and the auto cable will come with the transmission. So this should be Ok.
Check the alternator mounts, pretty sure 940 has the alternator up the top, 240 is down the bottom on the other side. Most f this should re-locate from the old engine to the new. Use the late alternator, which should be obvious. If swapping from a 55 amp alternator to a 100 amp, check the cable is Ok to handle 100 amps. Or just run a new cable anyway when you have the engine on the stand, not a big job and could prevent a problem later. New rubber bushes for the alternator and p/s pump mounts are a good idea too.
Not sure on the speedo, they are quite dfferent.