Offizieller Kommentar
You should connect the RMX-1000 post-master-output; run the master output from the XDJ-XZ to the input on the RMX, then from the RMX to whatever you use to listen / record.
Unfortunately the XZ does not have a send / return, so this is the best way to connect it.
You can use either cable type, it won't make a difference.