It's a T connection on both. Do T-tap or a Posi-Tap.
Or for best connection/ signal:
You can cut the Black/ Blue on the ECU and take both ends and splice it to the Black/ White (from the PCIII, throw the other end away).
And cut the Yellow wire on the ECU and take both ends and splice it to the Grey (from the PCIII, throw the other end [or extra wire not coming from PCIII] away)