2000xl and 2 In 3 out MIDI INTERFACE

There are many ways you could run this rig, and one persons answer might not be the best to suited to the way you work. My advice would be to introduce a bit at a time to your mbox rig, so then your not diving str8 into the deep end. I think you need to elaborate a bit more, and maybe a photo or some shiz,

Just making sure: you want to use all of these units, but you want to sequence them with Protools midi, is that correct? I mean, as opposed to actually sequencing with the MPC? If you will be sequencing with protools, then yes, the layout you detail in your question is correct, and will give you the ability to trigger all three devices with either the MPC or the Triton.
Yes, your patches will come up on-screen, but you may need to update the software with downloadable drivers, especially if you have a PC vs. a Mac. But you have a pretty good grasp of how this will all go down.

And yes, you will actually want to get a nice midi interface, you could get larger then 2in 3 out, but that is the minimum that you will need. I would get a 4in/4out, they are more common. Just make sure whatever you get is certified compatible with protools midi. You don't need a $900 digidesign midi interface, you just need the store to guarantee it will work with your version of protools LE. Call sweetwater, not the cheapest but they guarantee all compatablity and have free shipping.

The Mbox itself has not much to do with it, as you will be buying a separate, USB interfacing midi breakout box.

Have fun!

i say track down an old motu USB midi interface (8x8) then you connect all your midi ins and outs to it, then you can route everything in your software. that is what i do and it works really well, and easy to change things around if i need since all the routing is in software.