I just bought the dyno fog 2 because a salesperson told me I could use the stage setter 8 to control it, but it seems that the dyno fog would have to have a midi input (which I don't see.) Is there something I am missing?

It sounds as if a sales person did not give you accurate information.
What I found out is that only the Fog Storm 1200 and 1700 have the midi output.