I don't believe any of the controllers have the limit/estop inputs on the outside of the case. On mine I added the connector and cut a hole in the case so I could connect the switches. I have IR limit switches but haven't had a chance to install them yet. I've found that setting the zero properly the risk of damaging the machine is quite low. Even if you do zero it incorrectly, if you run the machine into any of it's extents it will screw up your position calibration but as far as I've seen there is no machine damage (i've definitely pushed it to the ends with no adverse effects! - aside from stuffing the calibration).
I definitely think hooking up the second Estop is a good idea. I've found that when I have the controller with the PC (away from the machine) I need the Estop to be close at hand!