I don’t know if the gear you’ve quoted above have MIDI Thru on them, but you could chain them together. You might find is there could be a little bit of a delay in timing for the final instrument in the chain.
The best thing to do, or at least what I opted for, was to get a MIDI thrubox as you’ve suggested. There’s lots of different brands available but I picked up a MIDI Solutions Quadra Thru which is powered by MIDI so it saves you the hassle of finding space on your power strip.
Going for this solution also gives you the option to route the second MIDI out to another Zaquencer or other gear for MIDI clock without sending any MIDI notes to it.