The manual https://www.zstuffexpress.com/...bd0dd69ef5e97f61.pdf
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You could use 22-24 gauge wire without concern. These are not drawing Amps of current.
That said, having used both types- I actually would recommend DZ-1000 VS 2500s given my experience with them.
The DZ-2500 is intentionally a slower switching machine. This might look more "scale" and I can understand why someone might think they want it- but the how it achieves that low speed is by the electronics tickling the tiny motor with pulses of current. This means that any extra friction or load- the switch motor may fail to move. In other words, they are relatively weak- and no increasing source voltage is NOT a fix. They use regulator internally and all you are doing by raising source voltage is more heat in that regulator.
If you connect up and desire the anti-derailing function- again these are slower switch motors and while the anti-derailing function is faster- it's not the same as instant and given where your sensing is and speed of the wheels- probably won't be effective at switching before derailment happens.
You are not even using the built in wired TMCC control function- you are using ASCs- so again not even using a built in function.
I am not trying in any way to bash the DZ-2500. Obviously it is designed for a purpose and has a lot of features. That said, experience and real world usage on multiple layouts- I found that now I much prefer the snap fast and strong operation of the DZ-1000.
As with any internet advice YMMV.