[AUTOSPARK]

From what I can see in the photo the grey part is just a locking device that needs to be lifted before you can release the connector from the coil. It doesn't really do anything, so I wouldn't worry about it.

If I helped you fix it, why not...

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[AUTOSPARK]

When you push the connector onto the coil, are you able to pull it back off without pushing the release button? If not engine vibration is unlikely to work it loose.

If I helped you fix it, why not...

Your support is greatly appreciated​

 

[AUTOSPARK]

Personally, I would just drive it the way it is. If the engine starts running rough just check to see if the connector has come adrift, which I think is unlikely to happen.
If you really want piece of mind stop by your local breakers yard and cut a connector from whatever Hyundai/Kia you can find with the same engine.

If I helped you fix it, why not...

Your support is greatly appreciated​