I'm not familiar with any way to send telemetry from a naze flight controller (or any other ones at that) to a FrSky TX/RX setup -- or any others for that matter.
I personally have a Taranis X9D with X4R (sbus) RX's on a few multirotors, but the only telemetry I get is RSSI and RX voltage (which is usually pretty useless and should always be around 5v).
With the FrSky stuff, you can get additional sensors that plug into the smart port that can allow other telemetry data (e.g. pack voltage/current, GPS, airspeed, altitude, etc) but they don't integrate with the flight controller. I'm not familiar enough with the older D4R receiver, so I can't address that. I have another platform, a glider, with a voltage/current sensor and barometer/vario that I use for training as I learn how to fly a glider. That sends the voltage/current usage of my electric power system and the planes altitude to my X9R+ TX.
On my Naze/Flip32 and APM multirotors, telemetry is sent from those flight boards via different radio telemetry systems. APM uses a 913MHz radio MODEM and my naze/flip32 uses a bluetooth MODEM to send telemetry back to my mobile phone or computer.
