Regarding power, yes fine to go with a bigger supply & daisy chain multiple devices, most of the time I'm running a few CL instruments off a scavenged 1amp supply from old routers.
Regarding integration with eurorack, you need to make a common ground, sometimes CL comes with a ground plug by the power but I've had some that don't, It's always advisable to install one. Use the lowgain box as it will give you plenty of connections & a common earth connection. I think if you connect both instruments to a mixer then they are grounded but I'm belt n braces, so would prefer physical ground cables.
Patching, please patch nothing from euro into the browns of a plumbutter, I'd avoid the yellows on the ultrasound filters as well. Everything else seems good to go. I have no eurorack but there is a post on here with the voltages from the various outputs.
Length of cables, get a nice assortment, long enough to patch between instruments (4 x 50cm) & plenty of short ones for the rollz & mid ones for patching up the voices. I started with a roll of wire & some nana plugs stackable plugs & kinda made them up as needed, Bugbrand sells nice sets of cables in the uk, I've had packs of his old cables when he's cleared them out so it's always good to look out for used ones on here. You can go all fancy with pomona but they are mad expensive, cheapest option is always to make up your own. I also have these & the quality price is good so search for similar nana for cheap
Here's my 10 cents worth, start slow, you can loose a day exploring what the grey dust output from the snare can do when connected to different inputs. Personally I wouldn't try & integrate them into other systems, to me it's outside in a world of it's own, yes first patch is always a 4 rollz into a gongue and tune it down for that lovely bass drum kick, wave you're hands in the air, but patch the audio (white) out of a deerhorn & you can freely improvise those kicks. I've never known electronic instruments to be so insanely creative, even when you get a semi steady rhythm you can interject it with a gesture by disturbing the rollz or mwrs. Prepare for some head scratching cos the manual is crap & Peter has obscured everything with crazy speak, just remember cool colours are ins, hot colours are outs & anything goes.
Welcome to the club