OK...it's done.
No problems.
Essentially I was just adding ONE wire...sorry for creating a short-story novel out of this thing.
Anyway...it all works fine, took my time, everything is safe.
It ended up being a lot easier to feed the Romex up from the switch, rather than down from the sconce.
The sconce box is connected to some kind of metal Bar/Strap...it looks like, and is about the size of 2 pieces of Romex glued together (so you were right...NOT Romex). I was afraid if I took the sconce box all the way off, that I would never be able to get it back onto that bar again. So I just loosened it up quite a bit, rotated the box forward, so the bottom of the box went quite aways further into the wall, reached in with a hook I taped to a stick, grabbed the Romex, pulled it out, and then pushed it in through a knock-out in the top of the box.
So it is done, and it all works and looks fine.
Thanks to all of you guys.....I REALLY Appreciate it.
Back in a few weeks. My wife wants a sconce above her bed.
Thank You So Much