Can I send both midi in and out to/from same controller, to/from pro2?

Im trying to do some sequencing and such with my Synthstrom Deluge. Im sending midi IN to the Pro2, using deluge as the master clock. Only thing is when I want to live record a part in to the deluges sequencer, the deluge has no velocity sensitive pads so Ive been using a separate midi controller, midi IN to the deluge, playing the pro2. 
So I tried this before on a different synth and it worked but  I also had strange issues pop up shortly after and had no way to know if it was related. I want to make sure its not going to cause any problems: can I just go Deluge, midi out> pro2... pro2 midi out>Deluge, basically using the pro2 as its own midi controller? that make sense? 
« Last Edit: June 23, 2018, 11:08:07 AM by emptyvessel »