Thank you Manuel, this was a tricky one.

Thanks Stef, this has saved me! Simple yet very effective.

To install the hard drive SATA cable, you will need to follow this (longer) guide: iMac Intel 27" Retina 5K Display Blade SSD Replacement

One more thing you will need to order: the 4 hard drive pins / screws. Some websites sell them.

I've just successfully finished this. I bought iMac 27" 5K Late 2014 with an SSD, without any HDD / Fusion drive.

First of all, big kudos to the author, I can't imaging doing it without the detailed steps including high resolution images.

As I struggled to find some details when ordering the parts here's for anyone looking for more information:

- Buy all the recommended tools, they are life-savers. Also buy the Adhesive Strips set.

- If you are adding an SSD drive to the SATA bay (Crucial in my case), you won't need the thermal sensor cable. At least I can't see that the fan would be going any high after installing the drive. (I'm on macOS Sierra.)

- If you don't have a HDD in your iMac yet (like me, I only had the PCIe SSD), you will also need the iMac hard drive cable as it is not in. It is the one that they are selling here on iFixit. (I had to order it from elsewhere as it was sold out)

!!! To attach the SATA cable, you will need to disassemble everything including the mother board.