So, it works like a charm! After some fiddling though. I had to:
1. edit the config.yml file inside the directory cat-relay-master, at line 9, and replace the value of the variable Logger_PORT from the provided 5555 to the default 7374 of RUMlogNG
2. At RUMlogNG, Preferences, UDP tab, at WSJT-X group of settings, I left the value of CAT port to the default one, i.e. 7374
3. at SDR++, RigCtrl Server should be started. It is on the left hand side menu at the very bottom, just one before Debug.
Please see attached screen shot. There is a bidirectional communication between RUMlogNG and SDR++ via the superb cat-relay-master of Ming, N2IW! Thank you very much dear Ming! This is what I was looking for, quite long time now. This was one to the reasons I decided for the TS-590SG! Super once more! Very well done! Thank you and much appreciated!
PS: I am not at home now, and I cannot connect SDR++ to the SDRplay, but I trust it will be no problem.
73 de LZ/SV1DAY