OLAH Anthony. I haven't got your DJ Set to check all possibilities to do that you say here, but...
I guess you've got the controller DDJ-SX with Serato plus a DJM-900Nxs. If it is the case:
I think you can DJIng with the controller (with serato in laptop) and then you connect the DDJ Master Output to an input from DJM-900Nxs like a external source to add the DJM-900Nxs FXs and then send the DJM Output to a recorder...
perhaps exists the possibility to connect the DJM-900Nxs like a Unit FX but i can't check this point now.
I hope you understanded me...Lol
Take care,
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