I have heard that Sphinx breed came from a Devon Rex. Can you breed Sphinx with a Cornish or Devon Rex cat?
it's possible yes BUT it's really a question of ethics. We have over 60-70,000 cats and dogs euthanized annually because of unnecessary idealism breeding. Make certain if you do this you write down your ethics of pros and cons. A humane ethic would be go to a shelter and find your and your kitties other soulmate who so desperately wants to meet and spend his/her life with you or go down the road of interbreeding and find your cons with genetic diseases even more relevant with cross breeding already autoimmune deficient breed. It's more entertaining to go to a shelter and 'pick out' another soulmate kitty who's missing a home and love. Love it all that matters.

Cornish Rex can only be bred to another Cornish Rex to have Cornish Rex kittens. Period.