I'll try and answer so that it makes sense... which should then answer the above questions. I'm using the Labgear LoftBoxes as an example as they're the ones I've worked with.
1. Feeds into Loft Box.
Satellite (2x feeds)
UHF / FM / DAB
CCTV
Return feed from Sky Box (I'll come back to this bit

)
2. Feeds OUT of Loft Box
One cable going to Sky+ / HD. This is where your ****plexing outlet comes in. You ONLY need one here.
Basically... this piece of gubbins takes the signal from your one cable down and splits it back out to the Sat 1&2, UHF (TV) and FM. The one shown here has the Return on it.
Get a shielded one!!! (as a side note... I'd recommend using CT100 Shotgun from your loftbox to this point. It's basically two aerial cables stuck together side by side)
Connect all your AV stuff to this... so Sat 1&2, UHF, and FM (if required)
3. Return Feed.
Connect your RF Out 2 to the return feed. This will distribute your Sky as if it's an extra terrestrial channel back up to the loft box.
It is important that you change the Channel number you're going to use in the Installer menu on the Sky box so that you do NOT have cross channel interference. This is going to depend on which TV transmitter you use in all honesty.
Some loftboxes allow you to insert magic eyes on the outputs, if you're going to do this... turn the RF2 power output on.
4. Connect all your other tv's up to the additional outputs from the loftbox and tune them up, including your new Channel... ie the redistributed Sky channel.
Does that help demystify it all?