You won't need the E9 in the mix for gaming. The Mixamp is enough for the D2000 for gaming, since they are easy to drive. The gain in audio fidelity by attaching the E9 for the D2000 isn't going to be noticeable, because Dolby Headphone's virtualization alters the sound too much (which isn't a bad thing for gaming and movies).
For music, yes, the E9 would be good.
Now if it were the Beyers, then yes, the E9 would be beneficial. In that case, the setup you mentioned would be correct. I do believe the Mixamp comes with an optical cable (the 5.8 surely does). For a better built cable, any from Amazon or Monoprice will do. They all sound 100% the same.