I'm not sure if the Digitakt's MIDI tracks can be controlled that much by external MIDI, it would mean e.g. an euclidean MIDI output from the RK002 goes back into the Digitakt, but where does it go then? does the Digitakt need to trigger other MIDI on a track by that Euclid input and send out to Digitakt output 2? Or do you just want to forward it to other gear?
If it is about other gear connected to OUT2 of the Digitakt, a better setup would be to disable loopback mode on the RK002, feed the RK002 output to the MIDI device you want to send the euclid stuff on.
The loopback mode on the RK002/DT firmware prevents most of the MIDI thru'ing back into the Digitakt (it would cause a Digitakt lockup) but if you disable that, it will forward everything - meaning, if you connect the RK002 output to a MIDI hub like the RK006 you can distribute that MIDI to other gear (and even send partial MIDI back to the DT if needed)