My MIDI rig is quite large, personally. I have about 30 different boards in my studio and live, and use about 8 on stage with the rock band I play in. I have an 88-key controller that I use to layer sounds from the others in my live rig, and often control about 5 more synths live from that controller (in my case, I used a Korg Kross 1-88 but am transitioning to the Kurzweil SP1 for live use instead of the Kross 1-88). For me, the easiest thing to do was get some MIDI Thru boxes from MIDI Solutions. They have three Thru box products in the form of a 2-port, a 4-port, and an 8-port unit. For most keyboards, the MIDI 5-pin jack will provide enough power to power the Thru boxes without hooking up external power (a power adapter that is available from MIDI Solutions, as well). This does not work with the Kurzweil, and so I had to buy the power adapter from them in order for the Kurzweil to be able to send MIDI through those Thru boxes...
If you want to use sounds from your controller (Roland FA?) and layer with the top board (in your case, the Korg PA1000), you can create setups on the Roland FA that have the sounds that you want to use and then load that setup in for each song that you want to play along with on the PA1000.
I own a Korg PA700 and I too, would like to use an 88-key keyboard with it at times, as while I can play any keybed, I do like having a good piano action. This is why I like the Kurzweil, as it is springy and feels good under my fingers. I played around with this yesterday, and the Kurzweil SP1 worked just fine in controlling the PA700 for piano stuff. It also worked with the chord recognition, but I did have to make a couple of changes on the PA700 so the octaves would line up correctly. I also changed the Chord recognition to a '3-finger' setting and changed the scan area to be a bit lower on the PA700.
Since the PA700 (and PA1000) only have 61-keys, I chose to program my Keyboard Sets to be an octave lower. Unfortunately, this translates to the external controller as well and what I have to do is hit the Octave + button on each style/set that I want to trigger from the Kurzweil so that the octaves line up where they are supposed to be. Unless I reprogram each Style and Keyboard Set on the PA700 to be 'normal', I will have to hit the Octave + button every time. It is not a big deal, but something you need to be aware of if you have done a similar thing when playing the PA1000 by itself.
Keep in mind that I am not using the USB connection with my synths, and if memory serves, the Casio only has the USB MIDI connection. I am fairly sure that it will work the same way, but the PA1000 also has a 5-pin MIDI jack, if you wanted to use the FA instead of the Casio. Setting it up should be the same operation with either MIDI connection, I believe.
I am not sure what Roland calls multi-setups, as my Roland D-05 works a bit different than the other synths do in that regard.
If you want to layer sounds while playing the Roland as the controller AND play sounds on the PA1000, the program your setups accordingly on the Roland FA.
If you want the Korg PA1000 to trigger different sounds on the Roland FA, then you will need to MIDI the FA to the PA1000 and the PA1000 will trigger the sounds you set up. In that regard, the FA will be a sound module, being triggered by the PA1000. Make sure that each 'track' on the FA is set up according to how the PA100 is talking for each track. That way, Track 10 can be for a drum kit on the FA, bass on track 2, keys/piano on track 1, etc... you may also want to turn off Program Change on the FA so that when the PA1000 switches to a style that it does not change the programs that you have set up on the FA.
If you want the Roland FA to control the PA1000 AND be a sound module for the PA1000, then you will need to MIDI them to each other. That way, the Roland FA will receive the note info for the layering tracks in a Style/Sequence on the PA1000 AND be able to play sounds from the PA1000 on the FA.
I hope that this is not too confusing. You should not need a PC to do this, as we've been MIDIing up instruments together for over 35 years in the same fashion
With regard to audio connections, you could plug in the outputs of the Roland FA to the inputs of the PA1000. Make sure that you have the Line In option selected, so that you are running in stereo. This would be the same with the Casio. If you want all three, then I would recommend getting a small mixer, like a 6 or 8 channel affair, so that all three output sources can plug into the mixer and from there you can go to an external amplifier/powered speaker. If you are using the internal speakers on the PA1000 exlusively, then you will need the small mixer to plug the Casio and Roland into and then take THAT stereo output and go into the Line In input on the PA1000. In that scenario, do not plug the PA1000 into that mixer, as plugging it into the mixer and then plugging the mixer into the PA1000 will cause an audio loop and potentially cause problems. If you are exclusively using the speakers on the PA1000, consider the PA1000 the mixer/amp. If you are going to an external audio amp/speaker, consider the PA1000 just another sound source that plugs into the mixer.
Grace,
Harry