what does the yellow "MEM" wire connect to, that's the one that puzzles me...

This is 12-volt permanent ("always on") power. It is the main primary power feed to the empeg car player. All of the power the empeg needs to get its job done comes from this wire.

On most aftermarket adapter harnesses, it's called "mem" because most other stereos get only the power to memorize the clock and radio station presets.

This should not be connected to the same wire as the ignition-switched wire (red on most aftermarket harnesses, orange coming out of the empeg). That wire should be 12 volts only when the car's ignition key is on.