I have heard that there is a round-to-square and square-to-round conversion cable for Futaba. I've also heard they are near-impossible to find.

I've never seen a Futaba-to-JR or vice-versa cable, so if you have a JR TX and no one else does, you're going to need to find another JR box yourself.

My field has more students flying JR right now than Futaba by a pretty good margin due mostly to the Alpha trainer package. But we are short on JR buddy boxes, and Horizon is backordered on them, or at least they were. I've been using my regular JR TX for a buddy box with many of these students. I have a model program set aside for the stock Alpha setup to make life easier.