I’ll start off with this question first because as an H9000R owner, it’s the most important:
Currently, H9000R owners cannot take advantage of changing Scenes via MIDI. We are working on adding this capability soon, as well as adding this programmable functionality to Emote.
That being said, in the H9000, Scenes is the only way to “change programs.” The H9000 needs to know what it is you wish to load – an algorithm, a preset, or an entire FX Chain – and customizing scenes allows you to choose exactly what gets loaded. Once you load a Scene you may program your MIDI controller to bypass or activate individual effects within the FX Chain; I recommend this method for speed. You may also recall expression settings as well.
Yes, I use an RJM controller in a guitar rig with an H9000 in much the same way. You’ll have to do your preprogramming beforehand, like you mentioned.
Yes, it acts as a USB audio interface allowing you to send & receive 16 channels of audio. Just be aware that it was not designed as your main monitor controller, as there is no volume knob to control the volume of your speakers. However, it is possible to combine the I/O of an existing interface with the I/O of the H9000 to create an aggregate device, as explained on page 64 of the user manual.
The MIDI THRU connector accepts any incoming MIDI signals and outputs a mirrored duplicate of those signals. This allows you to daisy chain multiple MIDI devices when you don’t have enough MIDI ports on your standalone MIDI interface.