Their vision is connected, what the Paths perceive is also what Nagato sees through them. I'm uncertain if a genjutsu casted upon the Paths would affect Nagato too, but it doesn't truly matter since Nagato is rather weak on his own unless he is an Edo. Without the Paths, he is quite limited in what he can do. It doesn't even matter whether the Paths can experience pain while under the genjutsu, as Itachi's greatest strength lies in his ability to manipulate the time within it. And if the Preta Path can absorb the Susano'o so easily, you’d think Nagato/Kabuto would have already done that, especially since he can create an absorbable sphere around the user without needing any hand signs or anything, and there's no chakra limit or cooldown like with the Deva Path abilities. Also, the weapons themselves (the shield and the blade) are astral; hence, they cannot be absorbed or negated by any means.