I have to admit, most X11 stuff is pretty far over my head, and I suspect usage through RStudio Server Pro is going to get a bit brittle/fragile!
In any case, the general pattern would be to start a X11 server locally (on your desktop). Then, the DISPLAY environment variable on the server would need to point at the desktop's host. Since you are starting kdiff3 in the terminal, you would probably want to set the DISPLAY variable in the terminal where you are starting that process.
I'm very curious to hear about your success / experience digging into this! Please do report back and let us know how it is going!
I have no idea what an add-in would look like in RStudio or if it would even be possible (needing the client-side / local component). Always fun to see how far these types of things can be stretched, though!