I did not use this particular E+H product.
It's clear from the context that the 4-20 mA interface is allocated at the transmitter unit. The documentation doesn't explicitly describe the type of interface between transmitter and sensor unit. It tells that there's a sensor identification feature and an integrated temperature measurement.
There are different ways to combine multiple signals on a shielded twisted pair, e.g. a bias T. The Ex documentation however suggests that transmitter AC and NTC DC signals are directly carried by the cable.