I'm definitely not an expert on par with our fellow Atarians on this site. That being said, If I remember correctly there probably will be a number of limitations when using the internal ACSI to SCSI adapter.
1) limited to SCSI ID 0
2) limited to 1 GB
3) limited to non-parity ( I don't know if the Cosmos-Ex generates a parity signal or not.)
For use inside the MSTE, you may want to bypass the SCSI adapter and connect directly to the internal ACSI connection (proper cable/adapter probably required) or route the external ACSI cable back inside as displayed by Jookie's FAQ.
I hope this helps until other more technically savvy contributors can comment.