SL 32SX and 32R are meant to work together. Connect them with a CAT5e/CAT6 cable, select Stagebox Mode for the 32R and you're ready to go. It's that easy! A "digital snake" is a simple Ethernet cable, no miracle...
In Stagebox Mode all outputs of both mixers are running parallel, so you can use identical signals at FOH and on stage (or wherever the 32R is placed). When you use the rack mixer in Monitor Mixer Mode or Stand Alone Mode, outputs are getting separated.
The 32SX has the four physical "SubOutputs", the 32R not. Adding delay lines from the FOH mixer should be an easy task, but if you want to route the subgroups to the 32R, this must be done via AVB and it means to sacrifice four flex mix outputs on stage.
Yes, you can plug in line keyboard signals directly into the two mixers. Simply reduce the input gain enough via the Gain encoder. Still, using DI boxes should be the preferred way because instrument signals get balanced and cabling on stage is easier.