Ciao Francesco,
the good news is that a Thunderbolt 4 port will first look to see what kind of serial data protocol you've plugged into it, and will then select one of its built-in protocols that matches. It's all automatic and very convenient!
So for example, if you plug a USB 3.0 device into one of the Thunderbolt ports of your new MacBook Pro, the MBP will switch that TB port to USB 3.0 and will then operate happily as if your USB 3.0 device was plugged into a dedicated USB 3.0 port on any other computer. No adaptor needed, so long as you have a cable with the appropriate connector for each end.
Then if, say, you plug into another TB Port a very fast portable SSD that requires the Thunderbolt protocol to run at its best possible speed, then your MBP port will switch to Thunderbolt and talk with the SSD in the appropriate protocol and and at the appropriate speed. And so forth.
You can always find out which protocol (and max available speed) each MBP TB port has selected and is using, by looking at the hardware report for those ports, in the About This Mac/System Report menu under the Apple in the top menu bar.
The less good news is, there are only 3 of these super-flexible Thunderbolt ports on the new MBP M2 16"; with no additional old-fashioned USB 3.0 (type A connector) ports at all. That means you might have to use an external USB 3.0 hub in order to connect multiple USB 3.0 and/or USB 2 MIDI controller devices into your MBP. (Apple is a great hardware design corporation, but sometimes I wish they wouldn't assume their customers should be able to afford expensive 3rd party gizmos in order to get around certain limitations of various Apple products - such as having only 3 TB 4 ports on the new 16" MBP M2. A "Pro" product is supposed to be ready for Pro usage, right?)
There are some very good powered USB hubs available but also many horrible ones. I can recommend the USB 3.0 hub I've been using with my iMac for over a year now without any trouble:- it's made by Sabrent (designed in USA) and has 7 data ports and 3 (high current) recharge-only ports. I have a couple of library SSDs, a backup hard drive for TimeMachine, and various MIDI controllers connected to this hub. The two SSDs typically won't be streaming at the same time; I've chosen their content so as to avoid that happening, as much as possible.
Alternatively, there are some Thunderbolt hubs that offer a variety of USB, Thunderbolt, and a few other connections for your devices, all connected into one of your MBP's Thunderbolt ports. However, these hubs tend to be very expensive.
Your Scarlett 2i2 audio interface uses relatively slow USB speed and I think should be happy enough sharing a hub with faster USB 3.0 devices. I have a Clarett 2Pre USB and don't get any trouble using it on my Sabrent hub.
Lastly, Thunderbolt 4 is backwards-compatible with Thunderbolt 3, but not with Thunderbolt 2. There is an expensive Apple adapter for using TB 2 with TB 3 (I don't know if this adaptor also covers the TB 4/2 combination).
Horribly nerdy stuff, I know; but I hope this may help you a bit. And that MBP is a beautiful machine!
Hermann