RME ADI-2 DAC or Pro with Roon?

It depends on your transport ie on your Roon endpoint, if it has the right drivers. If you have some Linux device it usually has the DSD drivers but the audio interface must also support DSD. On a PC, you will need to install the Madiface USB drivers (if I remember well, they are common to many RME devices, including the ADI-2, and can be found on their site). That will enable DSD native through ASIO. If you then want DSD direct mode in ADI-2, that has to be enabled through the ADI-2 menu and it does NOT work with the headphone output, only with the rear outputs and you cannot change volume. Otherwise ADI-2 will convert to PCM and you could have done that in Roon of course.