That's some really nice equipment you got there beaufleuve! Very versatile.

The Lumin is also a dac (and preamp for volume), but I assume you're bypassing that feature since you've listed the Merason dac in your chain.

You've got an incredible number of options to hook these up, but I'll assume a straightforward approach.

Here's one way to connect and fairly simple at that:

Lumin digital out (with digital RCA 75ohm) > Merason Dac1 S/PDIF input > Merason RCA outs > Zen Ultra > Zen Ultra RCA outs > SE84ufo2.1

So basically, you're taking the streaming output of the Lumin (bypassing its dac) and feeding the Merason Dac and on through the preamp and then amp.

You have many options and if you wanted to experiment and have some fun you could connect the Lumin directly to the UFO2.1 just to see what the Lumin with its Dac sounds like. Just use the RCA out of the Lumin and connect directly to the UFO's inputs. If you can turn on/off the preamp volume feature in the Lumin you could play with that as well. Then, you could even connect the Lumin to the Zen Ultra pre and the pre to the UFO, just for grins. The Lumin has a nice set of SABRE dac chips, but I'd be willing to bet the Merason Dac (with its Burr Brown's) in the mix would provide the best sound quality. Who knows though, sometimes a simple audio chain can yield better results.

Anyway, hope this helps and have fun trying different connection strategies if you haven't already.

Good luck!