Does this also work with Ledger?
I did a little research and it looks like I need Satstacks for Ledger Live to connect to the node?
I don't use Ledger Live, but it seems that such a bridge is required, yes. You could also just use a better Bitcoin wallet software like Electrum or Sparrow and connect your Ledger to that software.
The main question I have is: Can I connect to the node from my desktop or do I always have to go directly on the miner's OS with screen, keyboard, mouse, ledger etc... to interact with the blockchain? Since the miner is not in the same room as my desktop that would be ideal.
First of all, you have a web GUI; so the miner dashboard that you get when connecting a screen to the Apollo, is also displayed by visiting the miner's IP from any browser in the same network.
To 'interact with the blockchain' in terms of querying blocks and stuff like that, indeed installing
electrs is what's going to allow you to do that.
I do have another question concerning the Apollo, when I connected via SSH I saw the line [302 security updates available....]. Should I do the updates? I read that you should be careful on which updates you do because it can brick the miner.
If you run
the latest Futurebit OS, you can do the updates via:
sudo apt update
sudo apt upgrade
Just don't do distro-upgrades like
sudo apt dist-upgrade. Don't do that!

I run the latest Futurebit OS and when I run those commands to upgrade the miner stops working. I can only get it working again by reflashing the card.