Strange, as well as a P330 I also used to have a PF85 piano - one of the best pianos I’ve had! I sold it because one of the keys broke and I didn’t have time to fix it.
Anyway, back to MIDI. What you could to do is connect the OUT of the PF85 into the IN of the EMU card. Then the OUT of the EMU to the IN of the PF85, then the THRU of the PF85 into the IN of the P330. That should do for playing both those instruments via Cubase. You may want to put them on different MIDI channels so they can be played separately.
For the audio, you could also try connecting the P330 to the input on the PF85, then the two PF85 outputs into Cubase… You’d be able to hear both then.