OK, pretty simple question, but I’d rather be safe than sorry. 
Can I send (1, or multiple) audio tracks to an external FX unit, and then have that effected, wet signal come back into the DT to be resampled?
Presumably it is as simple as setting the input for sampling to L+R, but I just want to check there is no chance of a feedback loop or something that could harm the DT.
Is this OK?
Yes—you can turn down the LR input signal to the mixer, but the sampler comes before the mixer in the chain, so it will still hear the input when it’s turned down in the mixer. You’ll want to be certain the monitoring is off, and I’d start with levels low just to be safe.
Great, that makes a lot of sense. 
I already did the trick with VST plugins. I used VSTHost, setting DT as soundcard. Input and Output was DT USB. I set my VST in the chain and on the DT I just set to OFF the main audio output so I can only hear the wet signal. Just sample the USB and that it.