Hi Sam, glad you liked it!
How should this cost gradient “connect” to the softmax backward gradient you posted here? → do you mean the chain rule?
It’s not the complete explanation of backprop but it explains how to connect them using the chain rule.
If you want a step by step explanation of the backprop, this article might help you: https://mattmazur.com/2015/03/17/a-step-by-step-backpropagation-example/