The answer to the vane direction question is a resounding NO. Makes zero difference. Putting them all the correct direction (mine were half one way, half the other) didn't help restore my power assist in the slightest.
However, with a great deal of help from Travis at Rennbay (great guy - Rennbay is mainly a 944 house, but they do have some 968 stuff, and I would highly recommend checking them out if you need any hard-to-find parts), I've identified the reason I wasn't getting any power assist. One of the teflon seals (the one that goes around the steering shaft, which slides in the hollow tube attached to the tower casting on the passenger side) was not only broken, but there was a sizeable chunk missing from it. Travis tells me this will allow fluid to bypass the rack and return to the reservoir without activating the power assist, which is exactly the symptom my car was giving. So, I seem to have found the smoking gun.
However (and this turned out to be a blessing in disguise), I found that I had the steering gear turned in the wrong position in the tower casting, which would have caused the steering wheel to be significantly off center. When I pulled the steering gear out, I discovered that one of the four teflon seals that goes around it was utterly destroyed, with a huge chunk missing from it. If I had not discovered this, the rack would have been bypassed just like it was as a result of the other seal being broken, so I would have had to take it off and take it apart again. A new seal is on its way.
The thing that makes the rack such a pain to work with is that the sum of its components is an unholy combination of heavy & awkward, fragile & delicate, and tight & sloppy. Plus, there are a lot of small pieces to keep track of. But now that I've had it apart a few times, I think I finally understand how to put it together without damaging anything (I've definitely had a lot of practice destroying these seals, which fit loosely on their components, but are a very tight fit within their housings - ugh.).
So I now understand why so many of the Autozone racks people have bought are defective - putting one of these together and having it work flawlessly is a minor miracle - kind of like getting the cam timing spot on, given all the nuances of that procedure. So, while this has been quite an ordeal, at least I'll know (hopefully, anyway) that mine will be right in the end.
Austin - given what I've been through with mine, I'm wondering if your heavy steering sensation might not be as a result of one of these teflon seals being compromised to some degree. Maybe one of them is nicked just enough to where it seals fine under most circumstances, but under strain, it doesn't hold the fluid properly, causing some of it to bypass the rack, giving you the heavy steering sensation you've described. The problem is troubleshooting it, as it requires removing your rack, taking it apart, and replacing the offending seal (if that's even the problem) and putting the rest of it together without damaging anything. If you'd like to shoot me an IM, I can try to walk you through it (if you have access to your car, that is). In the meantime, you might want to go to rennbay's site and download their tutorial on rebuilding the rack. My guess is that if you do have a bad seal, it's probably one of the four blue ones on the steering gear, which at least doesn't require a huge amount of disassembly to get to. Good luck.