It is unfortunate that neither the Rodelink receiver nor your Canon 6D camera have audio monitoring outputs.
Yes, you could use a “Y-splitter” to take the receiver output and send one branch to the camera, and the other to your headphones/earbuds or whatever. Note, however there is a risk of affecting the signal by connecting your headphones across it. The (unidentified) headphones may have a load impedance low enough that it would affect the audio level or possible introduce distortion.
It would be worth getting a “Y-splitter” and trying it because there is a resonable expectation that it would work OK. But most certainly you should experiment with the lash-up BEFORE actually using it for anything important.
1) Insert the “Y-splitter” between the receiver and the camera with nothing else connected and confirm that the performance is the same as with a simple cable.
2) While recording with your camera, plug in the headphones and note if there is any difference (drop) in audio level.
3) Also note whether there are any other artifacts like noise, distortion, etc.
4) Re-calibrate the system for proper audio levels and note if there if a difference in level using the “Y-splitter” and headphones.
Even worse is the problem that there is no audio monitoring option in the camera. That means that you can’t actually monitor the audio that you are recording. That uncertainty is one of the reasons that recording “double-system” (on a separate audio recorder) is such a popular option.
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Recording audio without metering and monitoring is exactly like framing and focusing without looking at the viewfinder.