The Novation 25 SL MK2 can be connected straight to your computer via the USB cable. This will supply the power and provide control data transfer. Keep your stage piano as it is.
The SL MK2 comes with 'Automap 4' software which automatically assign the parameters from whatever plugin/software you are using to the various knobs, sliders and buttons of the SL MK2. If it doesn't map the way you want(not ALL plugins will be successfully auto-mapped), you can use the 'Learn' function to quickly assign a control to the parameter you want. Automap is designed to work with a lot of music software out now automatically, including Reason.
You will have to check the Reason documentation on setting up multiple control surfaces. It should be straight forward though, like; select your control surfaces in 'Preferences', then assign them to separate busses(A&B). You should then be able to select which Reason devices you want to control with which MIDI control surface.
By the way, another connection option is to connect the SL MK2 to the PC via USB, as before, then use the SL MK2 as a MIDI interface for the stage piano, instead of using the Scarlett 2i4. I think the results will be the same though.
Novation 25 SL MKII info
Good Luck, hope this helps.