I had quickly checked the system matrix for 126.96.36.199 and couldn't find any reference saying that FDM on Windows and Planning on Linux is not supported. But there are reference for the HFM that it will not work. As HFM do have dependency on the windows component like Dcom etc..
So i believe it should work, that FDM in Windows and the Planning in the Linux server. You just need to add the Essbase adapter (even for Planning application) and perform the data load.