Nice work Ron!!
I have a similar setup and faced the same Direct Monitoring issues when using multiple MR816CSX devices. I purchased 3 units unbeknownst to me that such limitations existed. Thought i had the holy grail of audio interfaces with what SB claimed the MR line was capable of. It was disappointing to figure out its shortcomings after purchasing, but in the end, i’m glad i have them. Really nice preamps!
I also have the Behringer power play system only with just one P16M at the moment. Fantastic monitoring! Instead of using Cubase’s direct outs, i am using the Sends to output my channels to the P16I. I have all 3 mr816csxs via Firewire, and have the Adat outs of units 2 and 3 going in Adat ins of the P16I. I also have my CB9 control setup so i can still use the 4 Cues out via the 6 headphone outs of the MR devices, which then feed a 6 channel headphone mixer. I still have to have a couple people share mixes since there are only 4 Cues in CB, but thats not a big deal. And only lucky performer gets to use the single P16M that i have while the others get Cue Sends from me in CB. Even a year later after setting up and i’m still confused how i managed to make it work. 
Anyway, excellent job with what you have figured out. Thanks for sharing! I might give my setup another look now that i have more ammunition. Lol
- Dan