You'll want to read up on doing this swap on other subaru sites - same engine(s) were used in the Legacy (not '97-'99 OB or GT) for another reference.
Read up on separating the Torque Converter/TC from the flexplate - since the transmission is no good, you don't need to worry (much) about 'seating' the TC, but read about it on Forums - Ultimate Subaru Message Board
- You'll use the '95s dual-port exhaust manifold (hopefully the rust isn't 2bad!),
- It's a good time to R&R the FW and get a new clutch/PP/TOB in there.
- replace the Plastic rear separator plate w/the OEM metal one or reseal if yours is metal. ....I believe '95-'99 were plastic b4 SOA went back to the metal.
-Both the P/S and AC can be left attached to their hoses. - just move them out of the way - by the airfilter and battery, respectively. The AC lines RUBBER lines can be twisted a bit, but not the hard/metal lines.
this is only some 'bits' to get you started....read up.
p.s. I think the oil drain bolt (from '98) will work as a plug on the EGR port on the '95 head.
pps. And double-check you don't just have a broken CV axle on the '95...that'll cause similar symptoms, but a LOT less issue to fix.