I use the LGB connectors with no problems Trevor. But you can drill through the rail as per your suggestion, although I wouldn't use a self tapper myself. Nut and bolt with washers is better.
Soldering to the rail isn't a problem, but best done indoors with a large wattage iron.
Expansion issues are rare, and if you do use clamps, then leave a small gap between each track piece of say 0.5 mm. It's the rail that expands rather than the clamped section.
My track is nearly all LGB too, but with odd pieces of PIKO, ART, and the odd Trainline R2 point or three, and mostly just with fishplate and copper slip. Worked for me for over 20 years with a house move in between....
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