Unplug the screen. Just have the Adapter Shield plugged into your Mega2560.
The microSD Chip-Select is on U2 and goes to digital#47 IO47 on JP1
So you can test <SD.h> examples with SD.begin(47)
FLASH_CS goes to digital#9 so any Flash library will use 9
I suggest that you print the schematic on paper. You will find electronics a lot easier when you can see where wires go. (and what jumpers do)
Yes, I have been viewing the PDF on the PC. It is difficult to follow all the traces.
David.