Jeff,
1) I glanced at the M9 manual online, and from what I can tell, it does receive Exp Ped. control over MIDI, you just might not be able to pick which channel and which CC goes to what. But that's ok for the factor pedals b/c you can choose the CC so that they match up with whatever the M9 does. You'll have to read the M9 manual for yourself, though, and definitely ping their forums.
2) Each of our boxes is also a MIDI transmitter OR a thru box, so they can be daisy-chained or the MIDI inputs can just be plugged into to your thru box. My setup above isn't exclusvie to them being chained, so I wouldn't say it's required in the least. I chain them b/c I don't use an external MIDI controller or thru hub. I just use my PF as the MIDI controller for the MF and TF. 🙂
-Russ
