Rokinon (Nikon version) to M48 or M42 connector?

That depends on the camera, not the lens. But I'll assume is like mine and both would work but the internal flange is usually M42. You'll need the right spacing, 46.5 mm from sensor to lens flange.

Shouldn't the connector go to the back of the lens?

You need a reverse flange adptor for Nikon lens. ZWO sell them with the right spacing (and possibility of having a drop-in filter) or you can buy a commercial one (they usually take up 9.5-10mm of back-focus) and then add the required spacing rings, if needed. I have one variable adaptor from Geoptik that does both Nikon and Canon and anything in between with inner 1.25" thread for filters.

Indeed that's the one.