You must have a Mega+ Helix for Mega 360.
Yes, you need a Y-Cable to connect Mega 360 and Mega DI to a Helix unit.
Yes, 2D and MDI from the TM ducer and 360 / MSI from the Mega 360.
you MUST have Helix Mega +. You don't specify it. What you listed won't work. Your missing the +.