Either you create device chains for a couple of devices if the order of devices is always the same.
Alternatively you connect each external device to dedicated analog I/O ports if you have enough analog ports.
If you got 802 FS, UFX II you can add converter via ADAT, but these are 16 / 8 ports at single/double speed.
To be on the safe side investing into UFX III and having MADI on top would give you more headroom.
MADI offers 64 / 32 channels at single/double speed.
If you define the external FX in the DAW then you have to route through the DAW and have the RTL.
For some audio flows it might be sufficient to purely route via TM FX depending on what you intend to do.
If I want to use my Lexicon PCM81 for guitar (stereo setup with two Marshalls, where the UFX III also serves as parallel effect loop) then I use TM FX routing.
If I want to use PCM 81 and/or PCM 91 as send or insert effect in the DAW then I define those devices as external FX in Cubase. Or both, PCM 81 for guitat including modulation effects, PCM 91 as pure reverb unit for mixing and mastering.
BR Ramses - UFX III, 12Mic, XTC, ADI-2 Pro FS R BE, RayDAT, X10SRi-F, E5-1680v4, Win10Pro22H2, Cub14