I would recommend to go on till step 24, till the motherboard is pulled out slightly, then come back to this step. The space is very tight between the connector and the hard disk bracket, which makes it difficult to slide the spudger underneath the wires. It is much easier when the motherboard is slightly out and have more space for the tool. I followed @juggledad’s comment, and used a pair of fine tip tweezers to pry the connector out.