The best and easiest way would be to have a donor car, same year as the Calais. Just pull stuff off the donor and put it on the Calais. That way you have every possible part you need to make it all work.
Did this when I did my conversion and then I had the rest of the wreck to flogg off when I was done. The conversion cost me nothing. :)

To add to that,

I'm assuming you're swapping the dash over as well, due to the different displays, and the entertainment system.
You will need to retain the Calais boot loom for the number plate lights harness (Caprice only has the boot release wiring in its loom).

I think you should swap the front seats, as the headrests have the loom for the screens running through the seat as well, and this is much easier than trying to fit just the headrests & the wiring duct onto your calais seats.
The rear seat base possibly won't fit in the calais properly, as it sits deeper into the rear of the caprice, so you may need to get creative and cut/shut that section into the calais base.

The roof controls will be needed to avoid error codes in the HVAC system. The audi controls shouldn't matter, as they link in the same way as the steering wheel ones do, but you may as well retain them. The whole bulge section that houses the controls and mirrors section can be mounted further back from the sunroof opening, but you will need some talent with trimming it all in neat.
The WL caprice bulge is the same pressing all the way back to VQ - just the speakers changed, and the controls got more functions.
I've done 2 Caprice headlining conversions - one in a VR with a sunroof, and the other into a VS Calais - by cutting the bulge section out & fitting it into the regular headlining (with fibreglass). Sunroof fitters simply cut the caprice bulge out & screw it back into the car, then glue & stretch the fabric over it to complete the headlining.
There are a couple of bolts that hold up the bulge (under each speaker, and in the middle under the controls) which you can use to hold it into the Calais.

You'll also need the sockets from the rear window brake light housing for the headphones that go with the rear DVD system. As this is different from the Calais you'll probably need to mount them somewhere else. Also swap the centre armrest in from the Caprice with the compartment to hold the headphones.