Cvh Sierra is probably your best bet due to the fact you will need a Cvh Sierra Sump & pick up pipe on your Zetec to clear the Sierra cross member.

You could always use the clutch, flywheel & type 9 box no problem unless your going massive power turbo.

As for your worries with the thermostat, im not certain but I'm sure there is some kind of aftermarket water rail that was made for retro fitting into mk1 & 2 Escorts so should be the same solution in a Sierra.

That is all I know, and that's just what I have read here and there - I have no hands on experience of this myself.