I also use a DB9 cable. The reason I chose a DB9 cable as opposed to something else, is because my Moonlite focuser comes with a DB9 connector. So I wired my DIY focuser the same, so I could swap back and forth between the Moonlite focuser and the DIY focuser, with the same HAT controller. As for how do I connect it to the HAT? I have a panel-mount DB9 connector in the side of my case, that I wire to the HAT. Here's a 3D rendering of the case I designed for my ODroid N2+ with Waveshare HAT.

As for the microstepping, the driver does not allow controlling the microstepping via software. It uses microstepping, but not for increased resolution, but only for quietness and smoothness. The reason is, to hold position on a microstep would require powering the motor continuously, causing it to get very hot, unless you adjust the potentiometer to limit the current. Also, stepper motors suck at holding position on a microstep. This HAT doesn't allow software control of current limiting either. So even though you have 32x microstepping enabled, the driver will always step a multiple of 32 steps, so that it always ends on a full step.

I've actually not heard of anyone needing the extra resolution of 32x microstepping to autofocus. Personally I use a stepper motor with .9 degrees per step (most are 1.8 degrees per step), and having that attached directly to the fine focus knob gives me all the resolution I need. I guess if you attached to the coarse focus knob you'd need extra resolution, but then the stepper motor usually won't have enough torque, and you would need one with a built-in gearbox, in which case you would have more than enough resolution anyway, with the gearbox.

Can you tell us more about your setup?

-- Kevin