Shooting from the hip as I do not use the same setup, but I am guessing that PT is using the Dante Virtual Sound card as its "audio engine"? With that in mind, you may be limited on what can happen regarding the rest of your wants. For monitoring thru the M32, you would need to assign a pair of Dante signals FROM Pro Tools to a set of inputs of the M32(I would probably try to use an AUX return channel with Dante input, and output to the M32 analog outputs with 15&16 being the usual main outs). Re control, the master fader bank can act as a HUI controller and that would work thru the USB connection and gets setup under the Peripherals menu in PT. Let us know if you make any headway
Most folks that use the M32 will just use it as a USB interface, which would not change the HUI part of this, but might make the routing and monitoring easier