I know soome scarlett cards do not power the RK002, Maybe this is one of them.
Normally I would say connect it like this:
Scarlett out -> [MIDI device in - MIDI device thru] -> [rk002 in - rk002 out (orange)] -> Scarlett in
MIDI device being a synth with a hardware thru port which does power the RK002. Your Pro800s have a thru, but its a software thru and I',m not 100% sure they will forward MIDI system exclusive messages properly. Perhaps worth a try