Just checked my SB800 and it does have a PC-PC connection. I've always used it with my D500/D750/F5 with a Nikon extension cable. Never tried it on my RZ. I've always used studio power packs and monolights with the RZ/RB cameras.
As you correctly noted, simple PC-PC cable will work.
I have a Godox V860 II (n) and works on all speeds like a charm on my RZ67Pro II hot shoe, or with sync cable to lens and(flash)Lgrip. Even an old Nikon SB50DX works!
Just checked my SB800 and it does have a PC-PC connection. I've always used it with my D500/D750/F5 with a Nikon extension cable. Never tried it on my RZ. I've always used studio power packs and monolights with the RZ/RB cameras.
As you correctly noted, simple PC-PC cable will work.