Thank you so much for the very kind and detailed reply. It is exactly what I was after.
I am really glad to know that the current cable I linked above, that I was originally using to sync the SH-01A to my TR-09, can still work from the KSP, if I decided to do this and that I wouldn't have to spend time and money on yet 'another' cable. I never planned on using the KSP to sequence the TR-09, or the SH-01A, as that would eat up 2 sequencer tracks and I only have 4 to play with total, so I was going to use the internal sequencers on those and save the KSP sequencers for my rack mounted synths and samples, which have no sequencing capabilities. I fully agree as well, that the internal sequencers of the Roland gear, is what gives it its groove and soul.
I just want the SH-01A to behave from the KSP, exactly like it does from the TR-09, where I can plug in any random notes on the SH-01A sequencer and then work out the timing and spacing of the notes, without having to manually enter rests, etc. Simply use the triggers to 'step' through the notes at the timing and spacing of my choice, just like I did using the trigger out track of the TR-09.
It sounds like I am good to go, so thanks again. I don't actually yet have a TD-3, but it is on my mind, so was more or less thinking ahead on the cable, so I would know if I did decide to get one. You said you never officially tried the TD-3, with your KSP? If you ever get around to it, please do let me know whether you find a TS cable is sufficient, or if you really do need a TRS cable, to get full and proper use.
I assume the KSP supports both TS and TRS, without issue?