Will I need to use a direct box to connect the Scarlett 2i2 to the Midas DL32, or can I plug directly from the TRS outputs to the XLR inputs?
It migth be possible to connect directly from the TRS outputs to the XLR inputs. But I would never do that. I would always use a DI Box, always with a transformer and ground lift. ( Or two for stereo ). This is not necessarily the only way to do it, but it avoids several problems:
1) The outputs are at line level ( a few volts ), but the inputs expect microphone level ( millivolts ) . Often this can be compensated for, but not always.
2) The Midas may output 48V phantom power for microphones, the Scarlett might survive that on its outputs, but it is not certain.
3) The ground potential may vara quite a bit on stage, and especially if you go off to a remote mixing desc. We often end up with hum ( 50 or 60 Hertz ) when not using a DI.