Hi Scot
I use exactly the set-up you are contemplating. There are no problems to speak of. I downloaded all my KN7000 registrations and styles from the SD card onto the 2600. They sound almost identical.
The Tyros midi out is set to Right hand on Channel 1 and Left hand to Channel 2. The 2600 midi in is set to the same channels with the "chord" setting also on channel 2. These settings can then be stored as "user" in the 2600 and will be easily accessible.
I have the split point on the 2600 set on C1 which enables the whole 2600 keyboard to be used for right hand if required whilst the tyros will control style and left-hand registration on the 2600.
I also have an on-off switch inserted into the midi cable and velcro-ed under the left-hand position on the Tyros. This enables me to blend the 2600 voices and/or styles with those of the Tyros as desired.
There are a few other refinements that you may wish to make but these two boards make a great system and sooooooooooo little weight!!
Hope this helps.....Trevor