With all of the lights you have, there has to be some codes (plural). There's actually very few scanners out there that will do all of the codes. Tech II, HP Tuners, and Snap-On are the ones that come to mind right away. There are even some out there that will do all of the standard powertrain codes, but not the manufacturer specific powertrain codes. I did run into a situation a while ago where I couldn't get any codes from a Dodge truck, but the electronics on that truck were in bad, bad shape. The OBD-II port had even been "relocated". A couple of month later I tried again and finally got the code.
The plastic piece is part of the regulator, so you have to replace the whole thing. It's less common, but sometimes the cable just breaks as well; the fix is the same, though, replace the regulator.