Is the missing part you referring to the topside Fathom X module? This piece should have been included in the same box as the rest of the ROV. The ROV is battery powered, not powered through the tether. If you are missing something, please email email@example.com with your address.
What does the plastic fairing look like? The BlueROV2 has 4 blue fairings that enclose the bouyancy foam, is this what you are referring to?
To install the USB camera, you will need to plug the 4 pin connector on the cable into the back of the camera, and plug the other end into one of the usb ports on the back of the Pi. Did you also get a camera mount? The camera uses a different mount than the Raspberry Pi camera.
PS, Rusty’s last name is Jehangir, and you are correct, he is the man.