You don't need a SDI in for the Kona. Set FCP to send your HD signal out via the Kona. In FCP, check View>External Video>All Frames on. Then go down to View>Video Playback>AJA 1080 29.97i 8 bit to have the signal sent to the Kona LHe via it's SDI out. The Video Playback setting needs to match the FCP Sequence settings you are working on.
FCP takes control of the AJA control panel, so don't worry about it's settings for SDI. I always set Frame Buffer in the Control Panel to match the format of the sequence I'm working on in FCP.
That should feed the HD Link an usable signal. You might hit the Blackmagic forum for help with it.