The growing demand for energy-efficient, high-performance AI systems has led to increased attention on alternative computing platforms (e.g., photonic, neuromorphic) due to their potential to accelerate learning and inference. However, integrating such physical components into deep learning pipelines remains challenging, as physical devices often offer limited expressiveness, and their non-differentiable nature renders on-device backpropagation difficult or infeasible. This motivates the development of hybrid architectures that combine digital neural networks with reconfigurable physical layers, which effectively behave as black boxes. In this work, we present a framework for the end-to-end training of such hybrid networks. This framework integrates stochastic zeroth-order optimization for updating the physical layer's internal parameters with a dynamic low-rank surrogate model that enables gradient propagation through the physical layer. A key component of our approach is the implicit projector-splitting integrator algorithm, which updates the lightweight surrogate model after each forward pass with minimal hardware queries, thereby avoiding costly full matrix reconstruction. We demonstrate our method across diverse deep learning tasks, including: computer vision, audio classification, and language modeling. Notably, across all modalities, the proposed approach achieves near-digital baseline accuracy and consistently enables effective end-to-end training of hybrid models incorporating various non-differentiable physical components (spatial light modulators, microring resonators, and Mach-Zehnder interferometers). This work bridges hardware-aware deep learning and gradient-free optimization, thereby offering a practical pathway for integrating non-differentiable physical components into scalable, end-to-end trainable AI systems.