In the Emax-II MIDI specs, they specifically refer to a Prophet 2000 connected via 2 MIDI cables to the Emax-II. And they also specifically refer to the problems that can arise when doing sample dumps between them
Anyway, I think there's currently no sampler translation software that supports P2K.
You can try the (EMXP) Emu -> SF2 conversion that you suggest, and then do a sample dump from SF2, but you will lose all preset and voice information (filters, envelopes, key assignments, ...).
Unless AWave supports the full P2000 SYSEX specification and will instruct the P2000 to set all preset and voice details exactly as they can be found in the SF2 file. I doubt about that.
PS: last year I bought a P2000 sampler as a first step to add P2000 support to EMXP. But there are so many interesting things that can be added to EMXP (like the recent RS422/MIDI support) that the P2000 project still hasn't started... That would have solved your problem of course.
It's still on my agenda, but for sure too far in the future to be useful for you.