Yes to your first question, no to the second. Indeed, with the ZStage there's another component and a pair of added cables involved, which, from a purist viewpoint, is not ideal. But in return, you get boosted dynamics. Decware's components are really transparent, so the ZStage should not pose much in terms of degradation relative to more common preamps.
You already ordered the attenuators and I would suggest (if you want the added benefits of increased dynamics), to replace the current volume pots on the M-T with them. Then, you can plug in a ZStage (or CSP2+ if you need more inputs) in the signal path between the DAC and the M-T and get the best overall results. Make sure to use short, good quality IC's.
If you can build your own ZStage-like version, that's even better, except make sure it ends up being really transparent, otherwise you run the risk of adding non-insignificant sonic degradation.
In the end, the attenuators can be useful at pinpointing the exact volume you want (both day and night sessions), and the ZStage will improve upon sound dynamics. Best of both worlds, on top of already having installed those great VCaps.