Hello Tom,
From KSDK and PEx integration perspective - PEx is configuration tool for KSDK. In PEx you should get the same functionality as in KSDK + PEX helper features (Gui overview, validations, timing validation, pin routing, etc). Regarding middle-ware: Pex supports all RTOSes + partly USB stack integration (USBHS, MSD (Device), HID Classes). Details in attached documents.
In case some component is missing, you need to add the sources into project manually. In all cases you can also follow KSDK example/demo projects.
Unfortunately as far as I know currently there is no plan to any middle-ware extension in PEx in future.
Mixing LDD and SDK components together is not supported. In NPW when you unselect KSDK you will be able to create LDD project when particular MCU is supported for this option.
Note: all attached documents are from PEx for KSDK 1.3.0
best regards
Vojtech Filip