Am I gonna fuck something up if I use a JP21 cable with a PAL GC going into an XRGB2+? Or do I need a scart cable and scart to JP21 adapter before the xrgb2?
Yes it may damage the XRGB because the scart RGB cable that comes with PAL GC is wired type Euro Scart.
You can either rewire the scart to JP21 instead of Euro (which is what I always do) or get/make a Euro to JP21 scart adapter.