If you really want to learn and understand this, you should pay attention to what we are explaining.

"I can however "hire" or "Pay" a company such as ADP to do this for me. I am NOT "Paying" or giving "Myself" a W2, ADP would be."

You are confusing being the Employee of someone, and having that Employer's Payroll Outsourced.

"I have asked ADP and a couple of others if this was possible as a sole proprietor, and they ALL say yes, just pay them the money and give them the links to the accounts."

They do not know you have this Wrong and are trying to get your business as a customer. I have caught ADP and other payroll services providers making many errors.

"They withhold taxes and pay me - granted from my own account to another of my own accounts, but it is run through them, who if I needed it, I could get health insurance and a SEP IRA going etc."

But all of that stuff doesn't even rely on you getting Payroll. Your Sole Prop as an employer cannot hire You; you can hire others, but you are You, already. That's the definition of Sole Prop entity.

You can get health insurance a number of ways, right now, and it goes to the 1040, and except for SE, you might even get fully credited for the premiums, essentially removing the business Net Income from the 1040.

You can establish a number of different retirement plans, such as right now, you could establish an SEP and a ROTH, as well. The Sched C would be used for the SEP amount, and the Roth would be allowed up to the limits for you, the tax year, the earned income, etc.

"That being said, would there be any "Benefit" tax wise to run it this way? Most likely, I would run the FA biz through the payroll Co. and the Tax Biz as business income/ Scd C."

Again, what is FA? What is Tax Biz? Who do you work for, other than Yourself?

It's a discussion. We need details.