Regarding your 2nd idea of using Pixhawk 4 with U2D2, I think that you meant would the DXL SDK work with Pixhawk 4?
From what I read about Pixhawk 4, it runs on nuttX OS which is a variant of UNIX. But a quick web search does not show any posting about using DXL SDK with nuttX OS. So it looks like that you are the first person to think of such combination! So congratulations!
The ROBOTIS Forum has this Quick Start about using DXL SDK and C on Raspberry Pi
May be these steps would work for your situation too? I do not have a Pixhawk 4 so I do not know if the Pixhawk 4 user can get down to the nuttX OS level?