A $C^2$ piecewise Hermite interpolant and a cubic spline are one and the same!
Remember what's done to derive the tridiagonal system: we require that at a joining point, the second left derivative and the second right derivative should be equal.
To that end, consider the usual form of a cubic Hermite interpolant over the interval $(x_i,x_{i+1})$:
$$y_i+y_i^{\prime}\left(x-x_i\right)+c_i\left(x-x_i\right)^2+d_i\left(x-x_i\right)^3$$
where
$$\begin{align*}c_i&=\frac{3s_i-2y_i^\prime-y_{i+1}^\prime}{x_{i+1}-x_i}\\
d_i&=\frac{y_i^\prime+y_{i+1}^\prime-2s_i}{\left(x_{i+1}-x_i\right)^2}\\
s_i&=\frac{y_{i+1}-y_i}{x_{i+1}-x_i}\end{align*}$$
and $\{y_i^\prime,y_{i+1}^\prime\}$ are the slopes (derivative values) of your interpolant at the corresponding points $(x_i,y_i)$, $(x_{i+1},y_{i+1})$.
Take the second derivative of the interpolant over $(x_{i-1},x_i)$ evaluated at $x=x_i$ and the second derivative of the interpolant over $(x_i,x_{i+1})$ evaluated at $x=x_i$ and equate them to yield (letting $h_i=x_{i+1}-x_i$):
$$c_{i-1}-c_i+3d_{i-1}h_{i-1}=0$$
Replacing $c$ and $d$ with their explicit expressions and rearranging yields:
$$h_i y_{i-1}^{\prime}+2(h_{i-1}+h_i)y_i^{\prime}+h_{i-1} y_{i+1}^{\prime}=3(h_i s_{i-1}+h_{i-1} s_i)$$
which can be shown to be equivalent to one of the equations of your tridiagonal system when $h$ and $s$ are replaced with expressions in terms of $x$ and $y$.
Of course, one could instead consider the cubic interpolant in the following form:
$$y_i+\beta_i\left(x-x_i\right)+\frac{y_i^{\prime\prime}}{2}\left(x-x_i\right)^2+\delta_i\left(x-x_i\right)^3$$
where
$$\begin{align*}\beta_i&=s_i-\frac{h_i(2y_i^{\prime\prime}+y_{i+1}^{\prime\prime})}{6}\\\delta_i&=\frac{y_{i+1}^{\prime\prime}-y_i^{\prime\prime}}{6h_i}\end{align*}$$
Doing a similar operation as was done for the Hermite interpolant to this form (except here, one equates first derivatives instead of second derivatives) yields
$$h_{i-1} y_{i-1}^{\prime\prime}+2(h_{i-1}+h_i)y_i^{\prime\prime}+h_i y_{i+1}^{\prime\prime}=6(s_i-s_{i-1})$$
which may be the form you're accustomed to.
To complete this answer, let's consider the boundary condition of the "natural" spline, $y_1^{\prime\prime}=0$ (and similarly for the other end): for the formulation where you solve the tridiagonal for the second derivatives, the replacement is straightforward.
For the Hermite case, one needs a bit of work to impose this condition for the second derivative. Taking the second derivative of the interpolant at $(x_1,x_2)$ evaluated at $x_1$ and equating that to 0 yields the condition $c_1=0$; this expands to
$$\frac{3s_1-2y_1^\prime-y_2^\prime}{x_2-x_1}=0$$
which simplifies to
$$2y_1^\prime+y_2^\prime=3s_1$$
which is the first equation in the tridiagonal system you gave. (The derivation for the other end is similar.)
Best Answer
I believe the first matrix misses a row.
Anyway, applying implicit Euler for ODE and for DAE is straightforward: just take everything except time derivative from the $k+1$-st time step and replace $\frac{dy_i}{dt}$ with $\frac{y^{k+1}_i - y^k_i}{\Delta t}$.
In matrix form you DAE is $$ A \frac{d\mathbf y}{dt} + B \mathbf y = \mathbf \Gamma(\mathbf y) $$ with matrix $A$ being singular. The corresponding implicit Euler would be $$ A \frac{\mathbf y^{k+1} - \mathbf y^k}{\Delta t} + B \mathbf y^{k+1} = \mathbf \Gamma(\mathbf y^{k+1}). $$ Separating knowns from unknowns gives a nonlinear system of equations $$ A \mathbf y^{k+1} + \Delta t B \mathbf y^{k+1} - \Delta t \mathbf \Gamma(\mathbf y^{k+1}) = A \mathbf y^k. $$ You may now apply Newton-Rhapson to this system and hope that the jacobian matrix $$ A + \Delta t B - \Delta t \frac{\partial \mathbf \Gamma}{\partial \mathbf y} $$ is not singular in the neighborhood of your solution. This depends mainly on $\mathbf \Gamma$ so little may be said in advance.