in this image is the original routing with the RK006: https://duy.retrokits.com/fb01/fb01nano.pdf
What happens is:
nanokontrol gets USB hosted by RK006 (and you can use a hub to host/midimerge an additional USBMIDI keyboard for playing), MIDI goes into RK002 in RK002/RK006 MIDIFX-sidechain mode, this data gets translated to 1. FB01 sysex MIDI and 2. nanokontrol MIDI CCs for led indicators.
Also, FB01 patch request sysex output gets merged by the RK006, also captured by the RK002 and translated into nanokontrol data to show the patch contents via the Nanokontrol's LED indicators.
if you can't get this roundtrip to work (and don't want to get a proper hub 😉 ) you can also perhaps adapt the RK002 FB01Kontrol DUY into something else 1-way, the controller numbers which the nanokontrol sends are on the sheet as well, you could try and send something to the RK002 connected directly to the FB01 (e.g. sending CC00 will translate into AttackRate Operator 1, sending CC43,44,42 or 41 will change FB01 operator destination, etc).