Alright, I’m guess I’m the one who is going to go and be that guy.
I don’t know what your background is regarding producing, composing, synthesis, sound design, etc etc whatever, but you are giving me the impression that buying all this expensive gear is an unwise decision for you.
Asking such a vague question like “what is the best way to play live?” is leaving me puzzled. If you want to buy all this equipment, you should have already researched these products enough to answer such a basic question like routing.
Do you want to be able to record most of your tracks separately into an interface? Do you want to use the Octatrack and its crossfader to manipulate audio from the A4 and Rytm? Do you want to run all your audio through the A4’s effects, or perhaps the Rytm’s compression? There is no answer for your question other than “it’s up to you”. If you’re looking for suggestions, most people are probably going to tell you to route audio from the A4 and Rytm into the Octatrack.
How well do you understand MIDI? I barely do, but you should know that whether or not you connect your machines via MIDI (you should) has nothing to do with audio. You should at the very least hook up all the machines to sync the clock, and to have only one play and stop button for all machines.