This may take a while... that video from painless360 ElectriSean posted will probably help a lot. I haven't actually watched through it (because it would likely be a long watch) but let's see if we can rule out some things first:
RSSI - I don't think it'll be possible for you to display RSSI using the LemonRX 6ch RX. Based on the information here:
http://www.lemon-rx.com/index.php?route=product/product&path=72&product_id=122 I don't see any RSSI output pads. Generally speaking, you need RX / TX combinations that support telemetry for there to be RSSI output signals that you can feed into the OSD. I only see two lemonrx options that support this:
http://www.lemon-rx.com/index.php?route=product/search&search=telemetry
Onto the power display options: If you have VBAT on your naze32 controller connected to your PDB (or power harness) then you can feed Voltage to the OSD via the flight controller. You state you don't have a current sensor. This means the best you can do is to have the flight controller (naze32 + clean/base/beta-flight software) estimate the amperage use for you based on throttle stick position. It's not super accurate, but I guess it's better than nothing and I've set it up.
Soooo... given all this information, we can actually simplify your OSD connection to the Naze32. You really won't need to worry about connecting/soldering additional inputs to the OSD for RSSI, current, voltage, etc. You can just use one of the Naze32 serial ports to output all the information you need (voltage, current estimation, flight modes, etc).
I believe painless360 will cover that better than I can, but basically, most people connect the OSD to UART1. Unfortunately, that's also the USB port, so you'll have to disconnect your MinimOSD to use the USB port to configure/flash the naze32. There are more complicated options for setting up UART2 or softserial for your OSD use, but that does require more configuration for the naze32 with cleanflight. The wiring also will have to change accordingly.
Anyhow, this article seems to cover it all pretty well:
https://oscarliang.com/minimosd-micro-setup-naze32-pid-rssi/
The only caveat is the software they list / recommend is a bit old. I personally prefer and have used successfully this version of the mwosd software:
https://github.com/ShikOfTheRa/scarab-osd
Here comes the tricky part, if you're not familiar with Arduino.
First of all, you'll need to setup the following software on your computer (in addition to downloading and configuring the mwosd source code. We'll make a software engineer / computer scientist out of you!):
JavaSDK :
http://www.oracle.com/technetwork/java/javase/downloads/index.html
Arduino IDE/SDK :
https://www.arduino.cc/en/Main/Software
Once you've installed the JDK, and Arduino IDE, you'll need to unpack the mwosd software into a directory and edit the file:
https://github.com/ShikOfTheRa/scarab-osd/blob/master/MW_OSD/Config.h
To configure for your specific needs. This should mostly be just uncommenting and commenting out appropriate lines (using the "//" -- double slash prefix at the start of a line as a comment to make it a comment or removing it to make it active code.)
As I see it, you'll minimally need the following set:
#define MICROMINIMOSD
#define CLEANFLIGHT // I forgot to ask you what software you're using, but I'm going to assume cleanflight. Of course, select what is actually the software you are using.
#define FC_VOLTAGE_CONFIG // assuming you are using the VBAT on the naze32 flight controller as I mentioned above
I hope painless360's video shows how you compile and upload the firmware using a FTDI adapter to the minimOSD. Basically, depending on the version of the micro minimosd that you have, you may need to supply power to both the analog (video) and digital (serial input) side of the minimOSD. If you have a "teamKV" modified minimOSD, you only need to supply 5V to the digital side, and the analog side will be suitable powered by the same load. If you don't, you will need to supply 5V to the digital side, and between 5-12V to the analog side in order to flash or configure the minimOSD.
I would recommend the following steps to flash the minimOSD:
1) Power up the minimosd as appropriately based on the above info.
2) Load the Arduino example "EEPROM Erase" sketch. Compile, and upload. This will reset the minimOSD to erase all existing code and configuration so that you're starting from scratch.
3) Compile and upload your modified/configured mwosd software.
4) Run the MWOSD-GUI to connect to the minimosd to configure it.
Unfortunately, configuring the OSD is a whole other matter I can't easily cover in this post. I will try to get to it later tonight when I'm home and at my computer and hardware.
