Yup, takes a lot of heat to solder on the outside of the connector. Clean and "tin" the tip well on the iron beforehand. Using some rosin flux will help. I use a "flux pen" myself.
I haven't yet run into a connector I couldn't solder, but hard metals like steel won't solder no matter what. Though, if they're plated with a softer metal, they're often solderable.
On electronics, I haven't tried any kind of solder besides tin/lead rosin core. I've done some soldering with acid core bearing solder on copper tubing, but that was for plumbing, not electronics. I don't think I'd try a solder like that on anything carrying electricity, it's pretty corrosive and electronics don't like corrosion.