A HDMI splitter would give you a second HDMI output, but you would then need a converter to change the second HDMI output into an analogue input, your DMR EX88 accepts RF input, S-Video, and AV Video.
You can buy some cables which claim you can go from HDMI to AV without a converter, however based on my experience this doesnt work, as the process of converting from digital to analogue is rather complex, so I would pay the extra £10 and buy a converter rather than risk buying a cable which doesnt work.
If you purchased a converter such as the one here, this would take the HDMI input from your SKy box, then convert it to a S-Video or Video out, which you DMR EX88 supports as inputs, if you went down this route you would need the converter, an HDMI cable to take from the splitter output to the convert, then a S-Video or AV cable to take from the convert to the DMR EX88.
Another option would be to use an RF modulator such as the one here (which is what the old sky plus boxes have inside), and that would take a HDMI output from the sky box and then turn it into an RF channel which you can pick up tuning your DMR EX88 into a channel (like you do today). In terms of cables required you would need a HDMI cable from the splitter to the converter, then a coax cables from the convert to the DMR EX88.
The challenge in using either conversion methods is two fold, firstly alot of Sky channels are copyright protected so you may find some things are not recorded this is due to the converters not supporting HDCP, secondly your changing from digital to analogue and as such the video quality may be rather poor.
If you have any follow up questions please let me know
HDCP isnt supported on analogue devices, you get some (illegal) devices which are able to bypass it but its a matter of time before Sky find a way to overcome it, and you often find as they are illegal they are of poor quality, on checking I also cant find any definitive answer as to what channels or programs Sky use HDCP on, but would imagine it will be movies.
Based on the spec I have for the DMR EX88, please see attached diagram showing the sockets for S-Video and AV Video (these are the two type of connectors) which you can use to input from the converter, or in the case of using the RF converter this would just be coax cable into the antenna input on the unit.
With regard to HDfury 2, can you send the link to the page so I am looking at the exact model, I would be surprised if it can cope with HDCP but they may have a legal way of overcoming it.
HDCP has become a recent issue, or at least I have onyl come to know about it when people try and take the digital output from the Sky box and plug it into a Digital Recorder, and then get a blank screen, and then try and overcome it by going from HDMI to a analogue input, its the same issue when you try and copy digital media such as Bluerays.
Not sure why the service manual I have shows additional inputs, as it has the same model number, but Pansonic like to keep everyone on their toes, based on what your saying I would suggest you use the RF modulator converter as this means you are using exactly the same setup as you have today with tuning into an RF channel.
If you would like to go for the AV option you could buy a scart adaptor such as the one here then buy a set of AV leads (3 Phono round plugs at each end), yellow goes to video, red right audio, white left audio.
Give me a few minutes to read over the spec of the HDfury unit.
The AV leads can be found here
In terms of HDFury 2....the link you sent me is for HDMI to VGA, you need HDMI to RCA (or AV).
The comment someone made was using component interface, which you do not have as an input on your DMR EX88, so if you purchased the HDFury2, you would need another adaptor to take it from VGA to RCA.
I hope that helps clarify the situation.
Good luck with your new setup, can you please rate the service received so I may resolve the question.
Have a good evening.