Well, so much for _that_ 3D printer.
To replace the hot end assembly, for e.g. changing from the 0.4mm to 0.2mm nozzle, you have to unplug three tiny connectors. They all unplugged easily, with minimal force. Then I saw what is left of the smallest of the three (at bottom of photo):
If you have a fediverse account, you can quote this note from your own instance. Search https://mastodon.social/users/brouhaha/statuses/114237717057157388 on your instance and quote it. (Note that quoting is not supported in Mastodon.)