You can of course control the arranger from either a controller or a digital piano, as long as they have a mdi connection. Most stage pianos or controller keyboards will have this, but some of the low cost digital pianos, or pianos made as substitutes for acoustic pianos may not. The DGX may not be a good choice. So check that they have. The controller will use the SX voices, but if you choose to use a digital stage piano, then you may also get a superior piano voice, and in that case you may want to use the piano voice while controlling the SX functions. That is also possible but a little more complicated set up.
There is an article on this if you go to this link
https://psrtutorial.com/music/articles/cp33.html You will like this set up a lot if you are a piano player, 88 keys, and better keyboard feel. It provides seamless control of the arranger and almost duplicates a clavinova but at much less cost. The Audio controller for example works great for about $200. Just remember that you already have lots of functionality on the Sx and lots of voices, so don't be seduced by more of these on a digital piano or controller. And probably no need to buy a very expensive controller that taps into lots functionality you can't or won't use like aftertouch if that doesn't exist on the arranger anyway.
mike
Mike