Yes. Either device can be first. Output 1 to Input 1 if mono. Add Output 2 to Input 2 if routed in stereo.
It’s been a while. I find using a supported BlueTooth dongle to be more convenient, but yes. One USB cable per device. A USB connection will override the MIDI DIN port. Each H9 can be ‘paged’ for the stompbox presets & preset lists, plus presets can be shared across the devices. I have 3 H9’s over BlueTooth + one PitchFactor via USB (when it’s close to my Win laptop). I surf among all devices in the H9 Control app.
I’m sure that you’re aware, but it’s woth repeating. Your H9 Max will effectively convert the new H9 Core into another Max (if you don’t transfer ownership of the original Max). Maximum value.