Jeff, it will be a little tricky , but you can do it...
Unfortunately the Korg PA500 has no dedicated thru output..and I am not sure it can be routed as a soft thru...but the good news..the Roland VK8m...can..
If I understand correctly..you want the Yamaha piano to control via keys..the PA500 and also the Vk8m..
Connect the midi out (Yamaha)to the midi in on the VK8m...switch the midi out(VK) to become a midi thru via menu..route this to the PA500 midi in...